Pricing of Bond Options: Unspanned Stochastic Volatility and Random Field Models (Lecture Notes in Economics and Mathematical Systems)
Book Details
Author(s)Detlef Repplinger
PublisherSpringer
ISBN / ASIN3540707212
ISBN-139783540707219
MarketplaceFrance 🇫🇷
Description
This book presents the development of a consistent unified model framework for the evaluation of bond options.
