The Pricing of Options With an Uncertain Interest Rate: A Discrete‐Time Approach<sup>1</sup> (Q4372010)
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scientific article; zbMATH DE number 1106697
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | The Pricing of Options With an Uncertain Interest Rate: A Discrete‐Time Approach<sup>1</sup> |
scientific article; zbMATH DE number 1106697 |
Statements
The Pricing of Options With an Uncertain Interest Rate: A Discrete‐Time Approach<sup>1</sup> (English)
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21 January 1998
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pricing of European options
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stochastic interest rate
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0.7661693096160889
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0.7654523253440857
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