Pricing interest rate derivatives under stochastic volatility
Nabil Tahani and Xiaofei Li
| Year of publication: |
2011
|
|---|---|
| Authors: | Tahani, Nabil ; Li, Xiaofei |
| Published in: |
Managerial finance. - Bingley : Emerald Group Publishing Limited, ISSN 0307-4358, ZDB-ID 750561-9. - Vol. 37.2011, 1, p. 72-91
|
| Subject: | Anleihe | Bond | Derivat | Derivative | Stochastischer Prozess | Stochastic process | Optionspreistheorie | Option pricing 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/10009007106