• 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
    2
  • From page
    197
  • To page
    198
  • Journal title
    Insurance Mathematics and Economics
  • Serial Year
    1998
  • Journal title
    Insurance Mathematics and Economics
  • Record number

    1542140