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Conference Paper: European option pricing when the riskfree interest rate follows a jump process

TitleEuropean option pricing when the riskfree interest rate follows a jump process
Authors
Issue Date1997
Persistent Identifierhttp://hdl.handle.net/10722/110135

 

DC FieldValueLanguage
dc.contributor.authorTsoi, AHen_HK
dc.contributor.authorYang, Hen_HK
dc.date.accessioned2010-09-26T01:52:45Z-
dc.date.available2010-09-26T01:52:45Z-
dc.date.issued1997en_HK
dc.identifier.urihttp://hdl.handle.net/10722/110135-
dc.languageengen_HK
dc.relation.ispartofQuantitative Methods in Finance 1997en_HK
dc.titleEuropean option pricing when the riskfree interest rate follows a jump processen_HK
dc.typeConference_Paperen_HK
dc.identifier.emailYang, H: hlyang@hkusua.hku.hken_HK
dc.identifier.hkuros33666en_HK

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