Pricing forward-start options in the HJM framework; evidence from the Polish market (Q4548945)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 1789640
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Pricing forward-start options in the HJM framework; evidence from the Polish market |
scientific article; zbMATH DE number 1789640 |
Statements
Pricing forward-start options in the HJM framework; evidence from the Polish market (English)
0 references
27 August 2002
0 references
exotic option
0 references
hedging
0 references
term structure of interest rates
0 references
pricing of modified
0 references
forward-start options
0 references
Polish market
0 references
0.7568365931510925
0 references
0.7441868185997009
0 references
0.7371225357055664
0 references
0.7329655289649963
0 references
0.7324210405349731
0 references
