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Stochastic duration and fast coupon bond option pricing in multi-factor models
Munk, Claus - In: Review of derivatives research 3 (1999) 2, pp. 157-181
Persistent link: https://www.econbiz.de/10001484571
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Implied risk aversion : an alternative rating system for retail structured products
Fink, Holger Maria; Geissel, Sebastian; Sass, Jörn; … - In: Review of derivatives research 22 (2019) 3, pp. 357-387
Persistent link: https://www.econbiz.de/10012311821
Cover Image
Stochastic Duration and Fast Coupon Bond Option Pricing in Multi-Factor Models
Munk, Claus - In: Review of derivatives research 3 (1999) 2, pp. 157-182
Persistent link: https://www.econbiz.de/10005962188