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