2005 KSIAM Conference in Spring Author A Simple Approach for Stochastic Interest Rate Option Pricing Model Affiliation File Abstract KSIAM

Information Center for Mathematical Sciences KAIST 335 Gwahangno (373-1 Guseong-dong), Yuseong-gu, Daejeon 305-701, Republic of Korea TEL +82-42-869-8195~6, FAX +82-42-869-5722, e-mail : mathnet@mathnet.or.kr Copyright (c) 2009 by ICMS. All Rights Reserved