Convergence of discrete time option pricing models under stochastic interest rates
ContributorsLesne, Jean-Philippe; Prigent, Jean-Luc; Scaillet, Olivier

Published inFinance and stochastics, vol. 4, no. 1, p. 81-93
Publication date2000
Citation (ISO format)
LESNE, Jean-Philippe, PRIGENT, Jean-Luc, SCAILLET, Olivier. Convergence of discrete time option pricing models under stochastic interest rates. In: Finance and stochastics, 2000, vol. 4, n° 1, p. 81–93. doi: 10.1007/s007800050004
Main files (1)
Article (Published version)

Identifiers
- PID : unige:41805
- DOI : 10.1007/s007800050004