A discrete time synthesis of derivative security valuation using a term structure of futures prices
Year of publication: |
1995
|
---|---|
Authors: | Carr, Peter |
Other Persons: | Jarrow, Robert A. (contributor) |
Published in: |
Finance. - Amsterdam [u.a.] : North-Holland Elsevier, ISBN 0-444-89084-X. - 1995, p. 225-249
|
Subject: | Derivat | Derivative | Theorie | Theory |
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