Option pricing under stochastic volatility and stochastic interest rate in the Spanish case
Year of publication: |
1997
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Authors: | Sáez, Marc |
Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 1077973-5. - Vol. 7.1997, 4, p. 379-394
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Subject: | Black-Scholes-Modell | Black-Scholes model | Optionspreistheorie | Option pricing theory | Volatilität | Volatility | Zins | Interest rate | Schätzung | Estimation | Theorie | Theory | Spanien | Spain | 1987-1994 |
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