On pricing of market-indexed certificates of deposit (Q1123103)

From MaRDI portal
Revision as of 17:21, 13 July 2023 by Importer (talk | contribs) (‎Created a new Item)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)
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