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