Numéraires and Vanilla Interest Rate Options Pricing*

Raymond H. Chan, Yves ZY. Guo, Spike T. Lee and Xun Li
Additional contact information
Raymond H. Chan: City University of Hong Kong
Yves ZY. Guo: BNP Paribas CIB
Spike T. Lee: The Chinese University of Hong Kong
Xun Li: The Hong Kong Polytechnic University

Chapter Chapter 17 in Financial Mathematics, Derivatives and Structured Products, 2024, pp 217-224 from Springer

Abstract: Abstract Abstract

Date: 2024
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-981-99-9534-9_17

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DOI: 10.1007/978-981-99-9534-9_17

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