The effect of mean reversion on the valuation of embedded options and OAS
David Audley; Richard Chin
| Year of publication: |
2002
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|---|---|
| Authors: | Audley, David ; Chin, Richard |
| Published in: |
Interest rate, term structure, and valuation modeling. - Hoboken, N.J. : Wiley, ISBN 0-471-22094-9. - 2002, p. 489-498
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| Subject: | Mean Reversion | Mean reversion | Optionspreistheorie | Option pricing theory | Optionsgeschäft | Option trading | Realoptionsansatz | Real options analysis |
| Type of publication: | Article |
|---|---|
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10001734189