The Pricing of Options With an Uncertain Interest Rate: A Discrete‐Time Approach<sup>1</sup> (Q4372010): Difference between revisions
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Revision as of 01:57, 20 March 2024
scientific article; zbMATH DE number 1106697
Language | Label | Description | Also known as |
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English | The Pricing of Options With an Uncertain Interest Rate: A Discrete‐Time Approach<sup>1</sup> |
scientific article; zbMATH DE number 1106697 |
Statements
The Pricing of Options With an Uncertain Interest Rate: A Discrete‐Time Approach<sup>1</sup> (English)
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21 January 1998
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pricing of European options
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stochastic interest rate
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