مرکز منطقه ای اطلاع رساني علوم و فناوري - 232064 (E13, E50) Pricing the stochastic volatility put option of banksʹ credit line commitments: Chateau J.P., Dufresne D., Centre for Actuarial Studies, The University of Melbourne, Research paper nr. 51, March 1998

Title of article :

232064 (E13, E50) Pricing the stochastic volatility put option of banksʹ credit line commitments: Chateau J.P., Dufresne D., Centre for Actuarial Studies, The University of Melbourne, Research paper nr. 51, March 1998

Issue Information :

روزنامه با شماره پیاپی سال 1998

Pages :

From page :

197

To page :

198

Journal title :

Insurance Mathematics and Economics

Serial Year :

1998

Journal title :

Insurance Mathematics and Economics

Record number :

1542140

Link To Document :

https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=1542140