A direct discrete-time approach to Poisson-Gaussian bond option pricing in the Heath-Jarrow-Morton model (Q1274470)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A direct discrete-time approach to Poisson-Gaussian bond option pricing in the Heath-Jarrow-Morton model |
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A direct discrete-time approach to Poisson-Gaussian bond option pricing in the Heath-Jarrow-Morton model (English)
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12 January 1999
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term structure models
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pricing of American-type bond options
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Poisson-Gaussian process
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