Path Dependant Options on Yields in the Affine Term Structure Model.
| Year of publication: |
1995
|
|---|---|
| Authors: | Leblanc, B. ; Scaillet, O. |
| Subject: | FINANCIAL MARKETS |
| Type of publication: | Book / Working Paper |
|---|---|
| Notes: | 30 pages |
| Source: |
Persistent link: https://www.econbiz.de/10005640981