Pricing options under stochastic interest rates: a new approach (Q1012319)
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scientific article; zbMATH DE number 5543964
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| default for all languages | No label defined |
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| English | Pricing options under stochastic interest rates: a new approach |
scientific article; zbMATH DE number 5543964 |
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Pricing options under stochastic interest rates: a new approach (English)
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15 April 2009
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asymptotic expansion approach
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Black-Scholes economy
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Cox-Ingersoll-Ross model
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stochastic interest rates
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0.8147082328796387
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0.8105566501617432
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0.8078787326812744
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0.7940764427185059
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0.7832352519035339
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