Book chapter Open Access 0 Citations

A note on (dis)investment options and perpetuities under CIR interest rates

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

ISLA — Instituto Politécnico de Gestão e Tecnologia

2013 Published by: Springer - Verlag

DOI: 10.1007/978-3-642-32419-2_21 Handle: http://hdl.handle.net/10174/10501

Keywords

#CIR model #Interest rates #Investment options #Desinvestment options #Perpetuities

Bibliographic Details

Publication Type Book chapter

Publication Year 2013

Publisher Springer - Verlag

ISLA Authors & Affiliations

Resume