The reduction of forward rate dependent volatility HJM models to Markovian form : pricing European bond options
Ramaprasad Bhar ...
| Year of publication: |
2000
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|---|---|
| Other Persons: | Bhar, Ramaprasad (contributor) |
| Published in: |
The journal of computational finance. - London : Infopro Digital Risk, ISSN 1460-1559, ZDB-ID 1433009-X. - Vol. 3.2000, 3, p. 47-72
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| Subject: | Optionsanleihe | Warrant bond | Optionspreistheorie | Option pricing theory | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: The journal of computational finance |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001517426