Pricing interest rate derivatives in a non-parametric two-factor term-structure model

by John Knight; Fuchun Li; Mingwei Yuan

Year of publication:	1999
Authors:	Knight, John L. ; Li, Fuchun ; Yuan, Mingwei
Publisher:	Ottawa, Ontario
Subject:	Zinsderivat \| Interest rate derivative \| Derivat \| Derivative \| Optionspreistheorie \| Option pricing theory \| Zinsstruktur \| Yield curve \| Nichtparametrisches Verfahren \| Nonparametric statistics \| USA \| United States \| 1988-1999

freely available

Full text |

More access options

Check Google Scholar

In libraries world-wide (WorldCat)

In German libraries (KVK)

Which error do you want to report?

Report: URL of this record is broken

Please note: Sometimes more than one URL is available for a resource. Please click on "More Options" to display these URLs

Report: Addition of an URL to that resource

Please note: Sometimes more than one URL is available for a resource. Please click on "More Options" to display these URLs

Report: The language(s) of that resource is/are…

Please note: Required language not in the list? Please use comment field

Report: Addition of an identifier to that resource

Report: report typo

Report: Add statement

Report: Add keywords

Please use the commentary box to describe other errors

Would you like to receive a feedback?

Commentary

Please type the code from the image

For general questions please use this address.

Persistent link: https://www.econbiz.de/10001429788

A service of the