Open AccessPricing bond options in emerging markets: A case study
Author(s) -
Guillermo Magnou,
Ernesto Mordecki,
Andrés Sosa
Publication year - 2018
Publication title -
journal of dynamics and games
Language(s) - English
Resource type - Journals
eISSN - 2164-6074
pISSN - 2164-6066
DOI - 10.3934/jdg.2018003
Subject(s) - vasicek model , econometrics , bond , bond valuation , economics , kalman filter , computer science , binomial options pricing model , arbitrage , financial economics , valuation of options , finance , artificial intelligence