Pricing options under stochastic interest rates: a new approach
type: Item
instance of: scholarly article
title: Pricing options under stochastic interest rates: a new approach
zbMATH Open document ID: 1157.91363
DOI: 10.1023/A:1010006525552
author: Yong-Jin Kim
author: Naoto Kunitomo
published in: Asia-Pacific Financial Markets
publication date: 2009-04-15T00:00:00Z
Mathematics Subject Classification ID: 91G20
Mathematics Subject Classification ID: 91G30
Mathematics Subject Classification ID: 60H30
zbMATH DE Number: 5543964
zbMATH Keywords: asymptotic expansion approach
zbMATH Keywords: Black-Scholes economy
zbMATH Keywords: Cox-Ingersoll-Ross model
zbMATH Keywords: stochastic interest rates
MaRDI profile type: Publication
full work available at URL: a:1010006525552
OpenAlex ID: W2044890552
description: scientific article; zbMATH DE number 5543964