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

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

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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 1990-2009, Em)
Subject: 330 Economics
Additional information: Andere Ausg. s. "Weitere URL"

Dieser Eintrag ist Teil der Universitätsbibliographie.

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