Pricing Options On Risky Assets In A Stochastic Interest Rate Economy<sup>1</sup> (Q4345932)
From MaRDI portal
scientific article; zbMATH DE number 1040345
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing Options On Risky Assets In A Stochastic Interest Rate Economy<sup>1</sup> |
scientific article; zbMATH DE number 1040345 |
Statements
Pricing Options On Risky Assets In A Stochastic Interest Rate Economy<sup>1</sup> (English)
0 references
31 August 1997
0 references
American call valuation
0 references
option pricing
0 references
stochastic interest rates
0 references
martingale measures
0 references
contingent claim valuation
0 references
0 references
