Pricing Options On Risky Assets In A Stochastic Interest Rate Economy<sup>1</sup> (Q4345932)
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scientific article; zbMATH DE number 1040345
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| English | Pricing Options On Risky Assets In A Stochastic Interest Rate Economy<sup>1</sup> |
scientific article; zbMATH DE number 1040345 |
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Pricing Options On Risky Assets In A Stochastic Interest Rate Economy<sup>1</sup> (English)
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31 August 1997
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American call valuation
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option pricing
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stochastic interest rates
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martingale measures
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contingent claim valuation
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0.79875248670578
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0.7972792983055115
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0.7954849004745483
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0.7942013740539551
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0.7941762804985046
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