Pricing barrier options with one-factor interest rate models

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Bibliographische Detailangaben
Veröffentlicht in:The journal of derivatives
1. Verfasser: Kuan, Grace C. H. (VerfasserIn)
Weitere Verfasser: Webber, Nick (VerfasserIn)
Format: UnknownFormat
Sprache:eng
Veröffentlicht: 2003
Schlagworte:
Black-Scholes-Modell > Zins > Swap > Theorie > Aufsatz in Zeitschrift
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