On pricing of market-indexed certificates of deposit (Q1123103): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
links / mardi / name | links / mardi / name | ||
Revision as of 03:02, 31 January 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | On pricing of market-indexed certificates of deposit |
scientific article |
Statements
On pricing of market-indexed certificates of deposit (English)
0 references
1989
0 references
arbitrage pricing
0 references
contingent claim, Itô's formula
0 references
martingale
0 references
trading strategy
0 references
financial economics
0 references
market-indexed certificate of deposite
0 references
stock index
0 references
market method
0 references
continuous trading
0 references