Option pricing under stochastic interest rates: an empirical investigation (Q1418790)

From MaRDI portal
Revision as of 08:50, 30 July 2024 by Openalex240730090724 (talk | contribs) (Set OpenAlex properties.)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)
scientific article
Language Label Description Also known as
English
Option pricing under stochastic interest rates: an empirical investigation
scientific article

    Statements

    Option pricing under stochastic interest rates: an empirical investigation (English)
    0 references
    0 references
    14 January 2004
    0 references
    Nikkei 225 index option
    0 references
    overnight call money rate
    0 references

    Identifiers