Pricing and Hedging Bond Options and Sinking-Fund Bonds under the CIR Framework
Event Title
23rd International Conference on Forecasting Financial Markets: Advances for Exchange Rates, Interest Rates and Asset Management
Year (definitive publication)
2016
Language
English
Country
Germany
More Information
--
Web of Science®
This publication is not indexed in Web of Science®
Scopus
This publication is not indexed in Scopus
Google Scholar
This publication is not indexed in Google Scholar
Abstract
--
Acknowledgements
--
Keywords