Article (Published version) (153 Kb) - 
Free accessOther version: http://link.springer.com/article/10.1007%2Fs007800050045#page-1
Highlights
More informations
Scientific Article
unige:41793 
 |
Path dependent options on yields in the affine term structure model |
|
| Authors | ||
| Published in | Finance and stochastics. 1998, vol. 2, no. 4, p. 349-367 | |
| Identifiers | ||
| Full text |
Article (Published version) (153 Kb) - Free access Other version: http://link.springer.com/article/10.1007%2Fs007800050045#page-1 |
|
| Structures | ||
| Citation (ISO format) | SCAILLET, Olivier, LEBLANC, Boris. Path dependent options on yields in the affine term structure model. In: Finance and stochastics, 1998, vol. 2, n° 4, p. 349-367. https://archive-ouverte.unige.ch/unige:41793 |
377 hits 
263 downloads 
Contact an author
Update