Title of article
A path-dependent approach to security valuation with application to interest rate contingent claims
Author/Authors
Douglas T. Breeden، نويسنده , , James H. Gilkeson، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 1997
Pages
22
From page
541
To page
562
Keywords
Embedded options , Path-dependent pricing , Interest rate contingent claims , Mortgagevaluation
Journal title
Journal of Banking and Finance
Serial Year
1997
Journal title
Journal of Banking and Finance
Record number
192944
Link To Document