Title
Path integrals as a tool for pricing interest rate contingent claims: the case of reflecting and absorbing boudaries Path integrals as a tool for pricing interest rate contingent claims: the case of reflecting and absorbing boudaries
Author
Faculty/Department
Faculty of Applied Economics
Publication type
report
Publication
Antwerp :UA, [*]
Source (series)
Research paper / UA, Faculty of Applied Economics ; 2003:27
Volume/pages
29 p.,
Carrier
E
Target language
English (eng)
Affiliation
University of Antwerp
Full text (open access)
https://repository.uantwerpen.be/docman/irua/aca324/4a6664ee.pdf
Handle