✦ LIBER ✦
232064 (E13, E50) Pricing the stochastic volatility put option of banks' credit line commitments: Chateau J.P., Dufresne D., Centre for Actuarial Studies, The University of Melbourne, Research paper nr. 51, March 1998
- Publisher
- Elsevier Science
- Year
- 1998
- Tongue
- English
- Weight
- 178 KB
- Volume
- 23
- Category
- Article
- ISSN
- 0167-6687
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