FORWARD START OPTIONS UNDER STOCHASTIC VOLATILITY AND STOCHASTIC INTEREST RATES
AHLIP, REHEZ, RUTKOWSKI, MAREKVolume:
12
Language:
english
Journal:
International Journal of Theoretical and Applied Finance
DOI:
10.1142/s0219024909005166
Date:
March, 2009
File:
PDF, 263 KB
english, 2009