Pricing options under stochastic interest rates: a new approach (Q1012319)
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scientific article; zbMATH DE number 5543964
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing options under stochastic interest rates: a new approach |
scientific article; zbMATH DE number 5543964 |
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Pricing options under stochastic interest rates: a new approach (English)
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15 April 2009
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asymptotic expansion approach
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Black-Scholes economy
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Cox-Ingersoll-Ross model
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stochastic interest rates
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