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rev_number: 11
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datestamp: 2014-07-09 17:36:39
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status_changed: 2014-07-09 17:36:39
type: article
metadata_visibility: show
creators_name: Lesne, Jean-Philippe
creators_name: Prigent, J. L
creators_name: Scaillet, Olivier
creators_idrefppn: 17708863X
creators_idrefppn: 072271671
creators_idrefppn: 034296530
title: Convergence of discrete time option pricing models under stochastic interest rates
ispublished: pub
subjects: subjects_ECO
date: 2000
date_type: published
official_url: http://tse-fr.eu/pub/27249
faculty: tse
divisions: tse
has_fulltext: FALSE
view_date_year: 2000
full_text_status: none
publication: Finance and Stochastics
volume: 4
refereed: TRUE
oai_identifier: oai:tse-fr.eu:27249
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citation:   Lesne, Jean-Philippe <https://www.idref.fr/17708863X>, Prigent, J. L <https://www.idref.fr/072271671> and Scaillet, Olivier <https://www.idref.fr/034296530>  (2000) Convergence of discrete time option pricing models under stochastic interest rates.    Finance and Stochastics, 4.