Comment on ``Option pricing under the Merton model of the short rate'' by Kung and Lee (Q609069)
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scientific article; zbMATH DE number 5821330
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Comment on ``Option pricing under the Merton model of the short rate'' by Kung and Lee |
scientific article; zbMATH DE number 5821330 |
Statements
Comment on ``Option pricing under the Merton model of the short rate'' by Kung and Lee (English)
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30 November 2010
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stochastic interest rates
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change of numeraire
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call option price
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Merton short rate model
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