A class of arbitrage-free log-normal-short-rate two-factor models (Q4541550): Difference between revisions

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Latest revision as of 11:06, 4 June 2024

scientific article; zbMATH DE number 1771948
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English
A class of arbitrage-free log-normal-short-rate two-factor models
scientific article; zbMATH DE number 1771948

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    A class of arbitrage-free log-normal-short-rate two-factor models (English)
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    4 September 2002
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    arbitrage-free two-factor model
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    market price
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    American and compound options
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