Hull/White or Heath/Jarrow/Morton Type Models? : An Empirical Comparison of Models for Valuing Interest Rate Options

Additional URL:	http://www.actuaries.org/AFIR/Colloquia/Nuernberg/...
Document Type:	Working paper
Year of publication:	1997
The title of a journal, publication series:	Working Paper / Lehrstuhl für Finanzierung, Universität Mannheim
Volume:	97-06
Place of publication:	Mannheim
Publication language:	English
Institution:	Business School > ABWL u. Finanzierung (Bühler Em)
Subject:	330 Economics
Additional information:	Andere Ausg. s. "Weitere URL"

Dieser Eintrag ist Teil der Universitätsbibliographie.

BASE: Bühler, Wolfgang ; Uhrig-Homburg, Marliese ; Walter, Ulrich ; Weber, Thomas

Google Scholar: Bühler, Wolfgang ; Uhrig-Homburg, Marliese ; Walter, Ulrich ; Weber, Thomas

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