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Conference paper

Pricing and Hedging Bond Options and Sinking-Fund Bonds under the CIR Framework

Larguinho, Manuela , Dias, José Carlos , Braumann, C. A.
ISLA — Instituto Politécnico de Gestão e Tecnologia
2016

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Abstract
Abstract not provided by the author or the indexing source.

Bibliographic Details

Publication Type Conference paper
Publication Year 2016

ISLA Authors & Affiliations

M
Maria Manuela Coelho Larguinho
mlarguinho@iscac.pt ID: 3014-AFB1-2513
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