Contingent claim valuation in a market with different interest rates (Q4859449)
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scientific article; zbMATH DE number 829851
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Contingent claim valuation in a market with different interest rates |
scientific article; zbMATH DE number 829851 |
Statements
Contingent claim valuation in a market with different interest rates (English)
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7 January 1996
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option pricing
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Black-Scholes formula
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different interest rates
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contingent claim valuation
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European call and put options
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constrained portfolio problems
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