Pricing options on foreign assets when interest rates are stochastic
Jason Z. Wei
| Year of publication: |
1995
|
|---|---|
| Authors: | Wei, Jason |
| Published in: |
Advances in international banking and finance. - Greenwich, Conn. [u.a.] : Jai Press, ZDB-ID 1294613-8. - Vol. 1.1995, p. 67-89
|
| Subject: | Optionspreistheorie | Option pricing theory | Zins | Interest rate | Volatilität | Volatility | 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://ebvufind01.dmz1.zbw.eu/10001194433