Black–Karasinki option pricing model

Related Overviews


'Black–Karasinki option pricing model' can also refer to...


More Like This

Show all results sharing this subject:

  • Economics


Show Summary Details

Quick Reference

Interest rate option pricing model using a lognormal volatility distribution for the underlying.

Subjects: Economics.

Reference entries

Users without a subscription are not able to see the full content. Please, subscribe or login to access all content.