[WORLD SCIENTIFIC Proceedings of the 2008 Daiwa International Workshop on Financial Engineering - Otemachi Sankei Plaza, Tokyo, Japan (4 – 5 August 2008)] Recent Advances in Financial Engineering - Estimation of the Local Volatility of Discount Bonds Using Market Quotes for Coupon-Bond Options
Fujiwara, Hajime, Kijima, Masaaki, Nishide, KatsumasaLanguage:
english
DOI:
10.1142/9789814273473_0003
File:
PDF, 195 KB
english