On pricing of market-indexed certificates of deposit (Q1123103): Difference between revisions

From MaRDI portal
Importer (talk | contribs)
Created a new Item
 
Added link to MaRDI item.
links / mardi / namelinks / 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
    0 references
    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

    Identifiers