The valuation of interest rate digital options and range notes revisited

Patrick Navatte and François Quittard-Pinon

Year of publication:	1999
Authors:	Navatte, Patrick ; Quittard-Pinon, François
Published in:	European financial management : the journal of the European Financial Management Association. - Oxford : Wiley-Blackwell, ISSN 1354-7798, ZDB-ID 1235378-4. - Vol. 5.1999, 3, p. 425-440
Subject:	Optionspreistheorie \| Option pricing theory \| Zinsstruktur \| Yield curve \| Zinsderivat \| Interest rate derivative \| Theorie \| Theory

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