Valuation of two-factor interest rate contingent claims using Green's theorem
Ghulam Sorwar & Giovanni Barone-Adesi
| Year of publication: |
2011
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|---|---|
| Authors: | Sorwar, Ghulam ; Barone-Adesi, Giovanni |
| Published in: |
Applied mathematical finance. - Abingdon : Routledge, Taylor & Francis Group, ISSN 1350-486X, ZDB-ID 1282409-4. - Vol. 18.2011, 3/4, p. 277-289
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| Subject: | Optionspreistheorie | Option pricing theory | Zins | Interest rate | Zinsstruktur | Yield curve | Zinsderivat | Interest rate derivative |
| 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/10009381923