Term structure movements implicit in Asian option prices (Q2893078)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Term structure movements implicit in Asian option prices |
scientific article |
Statements
Term structure movements implicit in Asian option prices (English)
0 references
25 June 2012
0 references
asset pricing
0 references
fixed income derivatives
0 references
empirical finance
0 references
financial econometrics
0 references
affine term structure models
0 references
0 references
