Pricing and hedging bond options and sinking-fund bonds under the CIR model

Resume

This work is cataloged in the Scientific Portal. Officially published in Quantitative Finance and Economics (2022). Referenced as: "Larguinho, Manuela; Dias, José Carlos; Braumann, C. A.".

The complete abstract and full text can be accessed directly at the official DOI: https://doi.org/10.3934/qfe.2022001

Bibliographic & Editorial Details

Venue / Journal / Book Quantitative Finance and Economics

Volume & Issue Vol. 6 (No. 1)

Pagination Pages 1 - 52

Role Coauthor

Official Identifiers

DOI: 10.3934/qfe.2022001

ISSN: 2573-0134

Autores & Descoberta de Ciência ID

Identificação dos autores da instituição e deteção de coautores via FCT Ciência Vitae.

Autor(es) da Instituição

M

Maria Manuela Coelho Larguinho Investigador

Ciência ID: 3014-AFB1-2513

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Coautores da Obra

Autores discriminados na citação da publicação:

Larguinho, Manuela; Dias, José Carlos; Braumann, C. A.

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Pricing and hedging bond options and sinking-fund bonds under the CIR model

Resume

Bibliographic & Editorial Details

Official Identifiers

Autores & Descoberta de Ciência ID

Nenhum coautor adicional com Ciência ID associado

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