Bond options and bond portfolio insurance
From MaRDI portal
Publication:1182784
DOI10.1016/0167-6687(91)90050-8zbMath0739.90004OpenAlexW2010052362MaRDI QIDQ1182784
Publication date: 28 June 1992
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0167-6687(91)90050-8
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Cites Work
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- The Pricing of Options and Corporate Liabilities
- Term structure of interest rates: The martingale approach
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- Martingales and stochastic integrals in the theory of continuous trading
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