Stock index dynamics and derivatives pricing with stochastic interest rates (Q375371): Difference between revisions
From MaRDI portal
Created a new Item |
Changed an Item |
||
| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 91G20 / rank | |||
Normal rank | |||
| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 91B50 / rank | |||
Normal rank | |||
| Property / zbMATH DE Number | |||
| Property / zbMATH DE Number: 6220923 / rank | |||
Normal rank | |||
| Property / zbMATH Keywords | |||
general equilibrium | |||
| Property / zbMATH Keywords: general equilibrium / rank | |||
Normal rank | |||
| Property / zbMATH Keywords | |||
stock index | |||
| Property / zbMATH Keywords: stock index / rank | |||
Normal rank | |||
| Property / zbMATH Keywords | |||
futures | |||
| Property / zbMATH Keywords: futures / rank | |||
Normal rank | |||
| Property / zbMATH Keywords | |||
options | |||
| Property / zbMATH Keywords: options / rank | |||
Normal rank | |||
Revision as of 10:25, 29 June 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stock index dynamics and derivatives pricing with stochastic interest rates |
scientific article |
Statements
Stock index dynamics and derivatives pricing with stochastic interest rates (English)
0 references
30 October 2013
0 references
general equilibrium
0 references
stock index
0 references
futures
0 references
options
0 references
