Pricing stock options with stochastic interest rate
Year of publication: |
2013
|
---|---|
Authors: | Abudy, Menachem ; Izhakian, Yehuda |
Published in: |
International Journal of Portfolio Analysis and Management. - Olney [u.a.] : Inderscience Enterprises Ltd, ISSN 2048-2361, ZDB-ID 2700830-7. - Vol. 1.2013, 3, p. 250-277
|
Subject: | Optionspreistheorie | Option pricing theory | Aktienoption | Stock option | Zins | Interest rate |
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