Scientific article
Path dependent options on yields in the affine term structure model
ContributorsLeblanc, Boris; Scaillet, Olivier
Published inFinance and stochastics, vol. 2, no. 4, p. 349-367
Publication date1998
Affiliation entities
Citation (ISO format)
LEBLANC, Boris, SCAILLET, Olivier. Path dependent options on yields in the affine term structure model. In: Finance and stochastics, 1998, vol. 2, n° 4, p. 349–367. doi: 10.1007/s007800050045
Main files (1)
Article (Published version)
Identifiers
- PID : unige:41793
- DOI : 10.1007/s007800050045
Additional URL for this publicationhttp://link.springer.com/article/10.1007%2Fs007800050045#page-1
Journal ISSN0949-2984
