|
Title
|
|
|
|
Path integrals as a tool for pricing interest rate contingent claims: the case of reflecting and absorbing boudaries
| |
|
Author
|
|
|
|
| |
|
Language
|
|
|
|
English
| |
|
Source (series)
|
|
|
|
Research paper / UA, Faculty of Applied Economics ; 2003:27
| |
|
Publication
|
|
|
|
Antwerp
:
UA
,
2003
| |
|
Volume/pages
|
|
|
|
29 p.
| |
|
Full text (open access)
|
|
|
|
| |
|