Volatility Risk for Options on a Zero Coupon Bond.

Details

Serval ID
serval:BIB_8575
Type
Article: article from journal or magazin.
Collection
Publications
Institution
Title
Volatility Risk for Options on a Zero Coupon Bond.
Journal
Working Paper IGBF
Author(s)
Lhabitant F
Publication state
Published
Issued date
1998
Volume
Nr. 9802
Create date
19/11/2007 10:37
Last modification date
20/08/2019 14:44
Usage data