Valuation of Two-Factor Interest Rate Contingent Claims Using Green's Theorem (Q2889587)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Valuation of Two-Factor Interest Rate Contingent Claims Using Green's Theorem |
scientific article; zbMATH DE number 6043661
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Valuation of Two-Factor Interest Rate Contingent Claims Using Green's Theorem |
scientific article; zbMATH DE number 6043661 |
Statements
Valuation of Two-Factor Interest Rate Contingent Claims Using Green's Theorem (English)
0 references
8 June 2012
0 references
box method
0 references
derivatives
0 references
Green's theorem
0 references
