Talk
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
--
Abstract
--
Acknowledgements
--
Keywords
--
Publication Identifiers
ci-pub-9594
Other Publication Details
Yes
Digital
Granada, Spain
Conference
International
Oral Presentation