Pricing Options On Risky Assets In A Stochastic Interest Rate Economy<sup>1</sup> (Q4345932): Difference between revisions
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Revision as of 16:28, 5 March 2024
scientific article; zbMATH DE number 1040345
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing Options On Risky Assets In A Stochastic Interest Rate Economy<sup>1</sup> |
scientific article; zbMATH DE number 1040345 |
Statements
Pricing Options On Risky Assets In A Stochastic Interest Rate Economy<sup>1</sup> (English)
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31 August 1997
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American call valuation
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option pricing
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stochastic interest rates
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martingale measures
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contingent claim valuation
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