Journal Articles
Finance and Stochastics
Year : 2000
Jean-Luc Prigent : Connect in order to contact the contributor
https://cyu.hal.science/hal-03679673
Submitted on : Thursday, May 26, 2022-10:59:33 PM
Last modification on : Monday, April 8, 2024-10:40:51 AM
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J.-P. Lesne, Jean-Luc Prigent, O. Scaillet. Convergence of discrete time option pricing models under stochastic interest rates. Finance and Stochastics, 2000, 4 (1), pp.81-93. ⟨10.1007/s007800050004⟩. ⟨hal-03679673⟩
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