Convergence of discrete time option pricing models under stochastic interest rates

Lesne, Jean-Philippe, Prigent, J. L and Scaillet, Olivier (2000) Convergence of discrete time option pricing models under stochastic interest rates. Finance and Stochastics, 4.

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Official URL: http://tse-fr.eu/pub/27249
Item Type: Article
Date: 2000
Refereed: Yes
Subjects: B- ECONOMIE ET FINANCE
Divisions: TSE-R (Toulouse)
Site: UT1
Date Deposited: 09 Jul 2014 17:36
Last Modified: 22 Mar 2019 14:13
OAI ID: oai:tse-fr.eu:27249
URI: http://publications.ut-capitole.fr/id/eprint/15645

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