en
Scientific article
Open access
English

Path dependent options on yields in the affine term structure model

Published inFinance and stochastics, vol. 2, no. 4, p. 349-367
Publication date1998
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)
accessLevelPublic
Identifiers
ISSN of the journal0949-2984
723views
546downloads

Technical informations

Creation11/14/2014 1:43:00 AM
First validation11/14/2014 1:43:00 AM
Update time03/14/2023 10:14:59 PM
Status update03/14/2023 10:14:58 PM
Last indexation09/21/2023 12:38:33 PM
All rights reserved by Archive ouverte UNIGE and the University of GenevaunigeBlack