Pricing derivatives with barriers in a stochastic interest rate environment

Carole Bernard, Olivier Le Courtois François Quittard-Pinon

European Financial Management Association (EFMA) Annual Meeting, 16th (Vienna, Austria, 27/06/2007–30/06/2007)

01/06/2007

9

: Pricing derivatives with barriers in a stochastic interest rate environment
: Carole Bernard (Author)
Olivier Le Courtois (Author)
François Quittard-Pinon (Author)
: European Financial Management Association (EFMA) Annual Meeting, 16th (Vienna, Austria, 27/06/2007–30/06/2007)
: 9917299309453
: Department of Quantitative Finance & Economics
: English
: Conference paper
: 90588