Valuation of derivatives based on single-factor interest rate models
Ghulam Sorwar, Giovanni Barone-Adesi, Walter Allegretto
| Year of publication: |
2007
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|---|---|
| Authors: | Sorwar, Ghulam ; Barone-Adesi, Giovanni ; Allegretto, Walter |
| Published in: |
Global finance journal. - Amsterdam [u.a.] : Elsevier Inc., ISSN 1044-0283, ZDB-ID 1117243-5. - Vol. 18.2007, 2, p. 251-269
|
| Subject: | Derivat | Derivative | Optionspreistheorie | Option pricing theory | 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/10003704514