Pricing barrier options with one-factor interest rate models
Grace C. H. Kuan; Nick Webber
| Year of publication: |
2003
|
|---|---|
| Authors: | Kuan, Grace C. H. ; Webber, Nick |
| Published in: |
The journal of derivatives : the official publication of the International Association of Financial Engineers. - New York, NY : Pageant Media Ltd., ISSN 1074-1240, ZDB-ID 1169004-5. - Vol. 10.2003, 4, p. 33-50
|
| Subject: | Black-Scholes-Modell | Black-Scholes model | Zins | Interest rate | Swap | 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/10001781761