RT Journal Article
SR 00
A1 Lesne, Jean-Philippe
A1 Prigent, J. L
A1 Scaillet, Olivier
T1 Convergence of discrete time option pricing models under stochastic interest rates
JF Finance and Stochastics
YR 2000
FD 2000
VO 4
LK https://publications.ut-capitole.fr/id/eprint/15645/
UL http://tse-fr.eu/pub/27249