Pricing stock and bond derivatives with a multi-factor Gaussian model (Q4541564): Difference between revisions
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Revision as of 17:18, 5 March 2024
scientific article; zbMATH DE number 1771960
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing stock and bond derivatives with a multi-factor Gaussian model |
scientific article; zbMATH DE number 1771960 |
Statements
Pricing stock and bond derivatives with a multi-factor Gaussian model (English)
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4 September 2002
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contingent claims
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prices
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derivative securities
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