Yield option pricing in the generalized Cox-Ingersoll-Ross Model
| Year of publication: |
1999
|
|---|---|
| Authors: | Deelstra, Griselda |
| Institutions: | Solvay Brussels School of Economics and Management, Université Libre de Bruxelles |
| Extent: | application/pdf |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Notes: | Published in: Finance (1999) v.20 n° 2,p.169-183 |
| Source: |
Persistent link: https://www.econbiz.de/10008589895