Pricing Barrier Options in a Stochastic Interest Rate Environment

Journal article

Peer reviewed

Pricing Barrier Options in a Stochastic Interest Rate Environment

Laurent Chretien and François Quittard-Pinon

The International Journal of Finance, pp.1772-1793

01/01/2001

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Title: Pricing Barrier Options in a Stochastic Interest Rate Environment
Creators: Laurent Chretien (Author)
François Quittard-Pinon (Author)
Publication Details: The International Journal of Finance, pp.1772-1793
Format: 1772-1793 P.
Identifiers: 9917553509453
Academic Unit: emlyon business school
Language: English
Resource Type: Journal article
Local Fields: 93322