Pricing of Game Options in a market with stochastic interest rates
Author :
DAVID M. GOLDSMAN استاد مشاور , Gunter H. Meyer استاد مشاور , Robert P Kertz استاد راهنما
University :
Georgia Institute Of Technology
Grade :
دكتري
Major :
Doctor of Philosophy
Number of pages :
0
Publish Date :
2005
Keyword :
Game contingent claims , stochastic interest rates , stochastic financial models , Option Pricing , Dynkin games , standard market model , bootstraping of interest rate data , calibration of interest rate models
