Options of continuous geometric average price on a \((B,P)\)-market with Heath-Jarrow-Morton model (Q2850853)
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scientific article; zbMATH DE number 6213073
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| English | Options of continuous geometric average price on a \((B,P)\)-market with Heath-Jarrow-Morton model |
scientific article; zbMATH DE number 6213073 |
Statements
1 October 2013
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bond
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\((B,P)\)-market
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average price options
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Heath-Jarrow-Morton model
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Options of continuous geometric average price on a \((B,P)\)-market with Heath-Jarrow-Morton model (English)
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