Pricing Options On Risky Assets In A Stochastic Interest Rate Economy<sup>1</sup> (Q4345932): Difference between revisions

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+A Theory of the Term Structure of Interest Rates
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+Q3217388
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+Optimal Stopping Rules for Stochastic Processes with Continuous Parameter
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+Martingales and arbitrage in multiperiod securities markets
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+Martingales and stochastic integrals in the theory of continuous trading
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+Bond Pricing and the Term Structure of Interest Rates: A New Methodology for Contingent Claims Valuation
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+On the pricing of American options
@@ Property / cites work: On the pricing of American options / rank @@
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+Q4039796
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+Q4139359
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