Comment on ``Option pricing under the Merton model of the short rate'' by Kung and Lee (Q609069): Difference between revisions
From MaRDI portal
Set OpenAlex properties. |
ReferenceBot (talk | contribs) Changed an Item |
||
| Property / cites work | |||
| Property / cites work: Pricing derivatives with barriers in a stochastic interest rate environment / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Q4002114 / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Option pricing under the Merton model of the short rate / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Q4905685 / rank | |||
Normal rank | |||
Latest revision as of 13:19, 3 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Comment on ``Option pricing under the Merton model of the short rate'' by Kung and Lee |
scientific article |
Statements
Comment on ``Option pricing under the Merton model of the short rate'' by Kung and Lee (English)
0 references
30 November 2010
0 references
stochastic interest rates
0 references
change of numeraire
0 references
call option price
0 references
Merton short rate model
0 references
