Option prices with stochastic interest rates : Black/Scholes and Ho/Lee unified
Jochen Wilhelm. Ed.: Department of Business Administration, Faculty of Business Administration and Economics, Passau University
| Year of publication: |
2001 ; 2. draft
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|---|---|
| Authors: | Wilhelm, Jochen |
| Publisher: |
Passau : Univ., Wirtschaftswiss. Fak. |
| Subject: | Optionspreistheorie | Option pricing theory | Black-Scholes-Modell | Black-Scholes model | Zinsstruktur | Yield curve | Stochastischer Prozess | Stochastic process | Vergleich | Comparison | Theorie | Theory | Optionspreis | Preisbildung | Stochastisches Modell |
| Extent: | 23 Bl |
|---|---|
| Series: | Passauer Diskussionspapiere / Betriebswirtschaftliche Reihe : Diskussionsbeitrag .... - Passau, ISSN 1435-3539, ZDB-ID 2223413-5. |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001565740