Pricing derivatives with barriers in a stochastic interest rate environment
| Year of publication: |
2008
|
|---|---|
| Authors: | Bernard, Carole ; Le Courtois, Olivier ; Quittard-Pinon, François |
| Published in: |
Journal of Economic Dynamics and Control. - Elsevier, ISSN 0165-1889. - Vol. 32.2008, 9, p. 2903-2938
|
| Publisher: |
Elsevier |