The Pricing of Options With an Uncertain Interest Rate: A Discrete‐Time Approach1
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Publication:4372010
DOI10.1111/j.1467-9965.1993.tb00088.xzbMath0884.90048MaRDI QIDQ4372010
Publication date: 21 January 1998
Published in: Mathematical Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/j.1467-9965.1993.tb00088.x
93C55: Discrete-time control/observation systems
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