Pricing of Game Options in a market with stochastic interest rates
An in depth study of the pricing of Game contingent claims under a general diffusion market model, in which interest rate is non constant, is presented. With the idea of providing a few numerical examples of the valuation of such claims, we present a detailed description of...
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| Format: | Others |
| Language: | en_US |
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Georgia Institute of Technology
2005
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| Online Access: | http://hdl.handle.net/1853/7005 |