Pricing bond options in emerging markets: a case study (Q1690978)
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scientific article; zbMATH DE number 6825939
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing bond options in emerging markets: a case study |
scientific article; zbMATH DE number 6825939 |
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Pricing bond options in emerging markets: a case study (English)
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12 January 2018
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bond option
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emerging markets
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Vasicek model
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Black-Derman-Toy model
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Kalman filter
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