On the convexity and risk sensitivity of the price of American interest rate derivatives

On the convexity and risk sensitivity of the price of American interest rate derivatives

datePublished

• 2000

identifier

• propertyID: FI-FENNI value: 671882
• propertyID: FI-MELINDA value: 005675158
• propertyID: skl value: fx671882

isbn

• 9512918536

isPartOf

• Fennica
• University of Turku. Institute for Applied Mathematics. A, Research reports

name

• On the convexity and risk sensitivity of the price of American interest rate derivatives

P60048

• <http://rdaregistry.info/termList/RDACarrierType/1049>

P60050

• <http://rdaregistry.info/termList/RDAMediaType/1007>

publication

• location: Turku organizer: Turun yliopisto

publisher

• Turun yliopisto