Exotic put options at the diffusion bond market

DOI10.1134/S106423071001017XzbMath1269.91070OpenAlexW2070171630MaRDI QIDQ2391788

V. V. Tolstobokov, N. S. Demin

Publication date: 5 August 2013

Published in: Journal of Computer and Systems Sciences International (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1134/s106423071001017x

Mathematics Subject Classification ID

Portfolio theory (91G10)

Cites Work

• Bond Pricing and the Term Structure of Interest Rates: A New Methodology for Contingent Claims Valuation
• Pricing Interest-Rate-Derivative Securities

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