๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

A general expression for the correlation of rates of transfer and other phenomena

โœ Scribed by S. W. Churchill; R. Usagi


Publisher
American Institute of Chemical Engineers
Year
1972
Tongue
English
Weight
892 KB
Volume
18
Category
Article
ISSN
0001-1541

No coin nor oath required. For personal study only.


๐Ÿ“œ SIMILAR VOLUMES


Accounting for stochastic interest rates
โœ Alexander Van Haastrecht; Antoon Pelsser ๐Ÿ“‚ Article ๐Ÿ“… 2010 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 366 KB ๐Ÿ‘ 1 views

factors explicitly into account for a proper valuation and risk management of these securities. The performed analysis is facilitated by deriving closed-form formulas for the valuation of forward starting options, hereby taking the stochastic volatility, stochastic interest rates as well the depende