Pricing stock and bond options when the default-free rate is stochastic
Year of publication: |
1989
|
---|---|
Authors: | Rabinovitch, Ramón |
Published in: |
Journal of financial and quantitative analysis : JFQA. - New York, NY [u.a.] : Cambridge University Press, ISSN 0022-1090, ZDB-ID 219406-5. - Vol. 24.1989, 4, p. 447-457
|
Subject: | Derivat | Derivative | Risiko | Risk | Anleihe | Bond | Aktie | Share | Theorie | Theory |
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