Pricing of bond options : unspanned stochastic volatility and random field models /
| Main Author: | |
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| Corporate Author: | |
| Format: | eBook |
| Language: | English |
| Published: |
Berlin :
Springer Verlag,
[2008]
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| Series: | Lecture notes in economics and mathematical systems ;
615. |
| Subjects: | |
| Online Access: | Connect to the full text of this electronic book |
| Item Description: | Electronic resource. |
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| Physical Description: | x, 137p : illustrations ; 24 cm. |
| Bibliography: | Includes bibliographical references (pages 131-134). |
| ISBN: | 3540707298 9783540707295 |
| DOI: | 10.1007/978-3-540-70729-5 |