Valuation of Non-Central Chi-Square Distribution Methods for Options On Zero Coupon Bonds under The CIR Diffusion
José Carlos Dias
(Dias, J.C.);
Maria Manuela Larguinho
(Larguinho, M.);
Carlos A. Braumann
(Braumann, C.A.);
Event Title
16th Congresso da AECA
Year (definitive publication)
2011
Language
English
Country
Spain
More Information
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Abstract
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Acknowledgements
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Keywords
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Publication Identifiers
ci-pub-9594
Other Publication Details
Yes
Digital
Granada, Spain
Conference
International
Oral Presentation
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