• DocumentCode
    4306
  • Title

    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

  • Note
    01
  • Language
    انگليسي
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=17&DC=4306