Importance of mean-reversion of interest rate processes for options: The example of range warrants (Q1283718)
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scientific article; zbMATH DE number 1270998
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Importance of mean-reversion of interest rate processes for options: The example of range warrants |
scientific article; zbMATH DE number 1270998 |
Statements
Importance of mean-reversion of interest rate processes for options: The example of range warrants (English)
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30 June 1999
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range warrants
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mean-reversion
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Black's model
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