On the feasibility of arbitrage-based option pricing when stochastic bond price processes are involved (Q2640422)
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scientific article; zbMATH DE number 4187416
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| English | On the feasibility of arbitrage-based option pricing when stochastic bond price processes are involved |
scientific article; zbMATH DE number 4187416 |
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On the feasibility of arbitrage-based option pricing when stochastic bond price processes are involved (English)
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1991
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interest rate sensitive assets
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stochastic bond price process
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0.8886756
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0.87764525
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0.87577945
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0.87507325
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0.8749241
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0.87165993
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0.8707533
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