Compound and exchange options in the affine term structure model
ContributorsScaillet, Olivier
Published inApplied mathematical finance, vol. 3, no. 1, p. 75-92
Publication date1996
Affiliation entities
Citation (ISO format)
SCAILLET, Olivier. Compound and exchange options in the affine term structure model. In: Applied mathematical finance, 1996, vol. 3, n° 1, p. 75–92. doi: 10.1080/13504869600000004
Main files (1)
Article (Accepted version)
Identifiers
- PID : unige:41807
- DOI : 10.1080/13504869600000004
Journal ISSN1350-486X
