Analytical solutions to the pricing of American bond and yield options - Archive ouverte HAL Access content directly
Reports Year :

Analytical solutions to the pricing of American bond and yield options

(1) , ,
1
Not file

Dates and versions

hal-00611992 , version 1 (27-07-2011)

Identifiers

  • HAL Id : hal-00611992 , version 1

Cite

Marc Chesney, Robert J. Elliott, Rajna Gibson. Analytical solutions to the pricing of American bond and yield options. 1991. ⟨hal-00611992⟩

Collections

HEC CNRS LARA
98 View
0 Download

Share

Gmail Facebook Twitter LinkedIn More