Pricing Derivatives with Barriers in a Stochastic Interest Rate Environment

Conference paper

Carole Bernard, Olivier Le Courtois and François Quittard-Pinon

Eastern Finance Association (New Orleans, USA, 18/04/2007–21/04/2007)

01/04/2007

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Title: Pricing Derivatives with Barriers in a Stochastic Interest Rate Environment
Creators: Carole Bernard (Author)
Olivier Le Courtois (Author)
François Quittard-Pinon (Author)
Conference: Eastern Finance Association (New Orleans, USA, 18/04/2007–21/04/2007)
Identifiers: 9917351309453
Academic Unit: Department of Quantitative Finance & Economics
Language: English
Resource Type: Conference paper
Local Fields: 90590