Valuation and hedging of contingent claims in the HJM model with deterministic volatilities
M. Rutkowski
| Year of publication: |
1996
|
|---|---|
| Authors: | Rutkowski, Marek |
| Published in: |
Applied mathematical finance. - Abingdon : Routledge, Taylor & Francis Group, ISSN 1350-486X, ZDB-ID 1282409-4. - Vol. 3.1996, 3, p. 237-267
|
| Subject: | Derivat | Derivative | Zinsstruktur | Yield curve | 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://www.econbiz.de/10001217776