충남대학교 외국학술지지원센터

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Accounting for stochastic interest rates, stochastic volatility and a general correlation structure in the valuation of forward starting options

상세정보

상세정보
자료유형	학술지논문
논문명	Accounting for stochastic interest rates, stochastic volatility and a general correlation structure in the valuation of forward starting options
저자명	Van Haastrecht, A.; Pelsser, A.
학술지명	The Journal of futures markets
ISSN	0270-7314
발행년도	2011
권호사항	Vol.31 no.2
발행처	John Wiley & Sons, Ltd
페이지	103-125
언어	eng