The stochastic-volatility american put option of banks' credit line commitments: valuation and policy implications
Gespeichert in:
| Hauptverfasser: | , |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
Rouen
ESC
2000/01
|
| Schriftenreihe: | Les cahiers de la recherche / ESC Rouen
15 |
| Beschreibung: | 30, 3 Bl. |
Internformat
MARC
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| 100 | 1 | |a Dufresne, Daniel |e Verfasser |4 aut | |
| 245 | 1 | 0 | |a The stochastic-volatility american put option of banks' credit line commitments |b valuation and policy implications |c D. Dufresne ; J. P. D. Chateau |
| 264 | 1 | |a Rouen |b ESC |c 2000/01 | |
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Datensatz im Suchindex
| _version_ | 1804128970149462016 |
|---|---|
| any_adam_object | |
| author | Dufresne, Daniel Chateau, Jean-Pierre |
| author_facet | Dufresne, Daniel Chateau, Jean-Pierre |
| author_role | aut aut |
| author_sort | Dufresne, Daniel |
| author_variant | d d dd j p c jpc |
| building | Verbundindex |
| bvnumber | BV014104016 |
| ctrlnum | (OCoLC)633781143 (DE-599)BVBBV014104016 |
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| illustrated | Not Illustrated |
| indexdate | 2024-07-09T18:57:42Z |
| institution | BVB |
| language | English |
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| oclc_num | 633781143 |
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| physical | 30, 3 Bl. |
| publishDate | 2000 |
| publishDateSearch | 2000 |
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| publisher | ESC |
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| series2 | Les cahiers de la recherche / ESC Rouen |
| spelling | Dufresne, Daniel Verfasser aut The stochastic-volatility american put option of banks' credit line commitments valuation and policy implications D. Dufresne ; J. P. D. Chateau Rouen ESC 2000/01 30, 3 Bl. txt rdacontent n rdamedia nc rdacarrier Les cahiers de la recherche / ESC Rouen 15 Chateau, Jean-Pierre Verfasser aut ESC Rouen <<Les>> cahiers de la recherche 15 (DE-604)BV013892867 15 |
| spellingShingle | Dufresne, Daniel Chateau, Jean-Pierre The stochastic-volatility american put option of banks' credit line commitments valuation and policy implications |
| title | The stochastic-volatility american put option of banks' credit line commitments valuation and policy implications |
| title_auth | The stochastic-volatility american put option of banks' credit line commitments valuation and policy implications |
| title_exact_search | The stochastic-volatility american put option of banks' credit line commitments valuation and policy implications |
| title_full | The stochastic-volatility american put option of banks' credit line commitments valuation and policy implications D. Dufresne ; J. P. D. Chateau |
| title_fullStr | The stochastic-volatility american put option of banks' credit line commitments valuation and policy implications D. Dufresne ; J. P. D. Chateau |
| title_full_unstemmed | The stochastic-volatility american put option of banks' credit line commitments valuation and policy implications D. Dufresne ; J. P. D. Chateau |
| title_short | The stochastic-volatility american put option of banks' credit line commitments |
| title_sort | the stochastic volatility american put option of banks credit line commitments valuation and policy implications |
| title_sub | valuation and policy implications |
| volume_link | (DE-604)BV013892867 |
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