Pricing and Hedging of Contingent Claims in Term Structure Models with Exogenous Issuing of New Bonds
| Year of publication: |
1997
|
|---|---|
| Authors: | Sommer, Daniel |
| Published in: |
European financial management : the journal of the European Financial Management Association. - Oxford : Blackwell, ISSN 1354-7798, ZDB-ID 12353784. - Vol. 3.1997, 3, p. 269-292
|