Options on forward and futures contracts in the affine term structure model
B. Leblanc and O. Scaillet
| Year of publication: |
1995
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|---|---|
| Authors: | Leblanc, Boris |
| Other Persons: | Scaillet, Olivier (contributor) |
| Published in: |
Advances in futures and options research : a research annual. - Stamford, Conn. : JAI Press, ISSN 1048-1559, ZDB-ID 1115175-4. - Vol. 8.1995, p. 241-261
|
| Subject: | Optionspreistheorie | Option pricing theory | Zinsstruktur | Yield curve | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001211281