Pricing and Hedging Discount Bond Options in the Presence of Model Risk * (Q2707036)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing and Hedging Discount Bond Options in the Presence of Model Risk * |
scientific article |
Statements
Pricing and Hedging Discount Bond Options in the Presence of Model Risk * (English)
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28 March 2001
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Heath framework
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Jarrow framework
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Heath, Jarrow and Morton framework
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hedging and pricing
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interest rate model
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