MAXIMIZING THE PROBABILITY OF A PERFECT HEDGE IN THE CASE OF STOCHASTIC INTEREST RATE
| Year of publication: |
2010
|
|---|---|
| Authors: | Liu, Yanchu ; Zhang, Shuguang |
| Published in: |
American journal of mathematical and management sciences. - Philadelphia, Pa : Taylor & Francis, ISSN 0196-6324, ZDB-ID 7821013. - Vol. 30.2010, 1, p. 179-197
|