Book chapter Open Access 1 Citations

Valuation of bond options under the CIR model: some computational remarks

Larguinho, Manuela , Dias, José Carlos , Braumann, Carlos A. , Larguinho, M. , Dias, J.C. , Braumann, C.A.

ISLA — Instituto Politécnico de Gestão e Tecnologia

2014 Published by: Springer

DOI: 10.1007/978-3-319-05323-3_12 Handle: http://hdl.handle.net/10174/12654

Keywords

#bond options #CIR model #computation

Bibliographic Details

Publication Type Book chapter

Publication Year 2014

ISSN 2194-7767

Publisher Springer

ISLA Authors & Affiliations

Resume