The valuation of American-style swaptions in a two-factor spot-futures model

Verfasser / Beitragende:
Sandra Peterson, Richard C. Stapleton, Marti G. Subrahmanyam
Ort, Verlag, Jahr:
New York : New York University - Salomon Center - Leonard N. Stern School of Business, 2000
Beschreibung:
37, 16 p. : ill. ; 28 cm
Format:
Buch
ID: 224392190