Pricing forward-start options in the HJM framework; evidence from the Polish market (Q4548945)
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scientific article; zbMATH DE number 1789640
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| 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)
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27 August 2002
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exotic option
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hedging
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term structure of interest rates
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pricing of modified
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forward-start options
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Polish market
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0.7568365931510925
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0.7441868185997009
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0.7371225357055664
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0.7329655289649963
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0.7324210405349731
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