The pricing of options with an uncertain interest rate : a discrete time approach
Year of publication: |
1989
|
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Authors: | Sandmann, Klaus |
Institutions: | Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn (contributor) ; Deutsche Forschungsgemeinschaft (contributor) |
Publisher: |
Bonn : Sonderforschungsbereich 303, Univ. |
Subject: | Optionspreistheorie | Option pricing theory | Derivat | Derivative | CAPM |
Extent: | 23 S graph. Darst |
---|---|
Series: | Discussion paper / B. - Bonn : Univ. Sonderforschungsbereich 303, ZDB-ID 54757-8. |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Literaturverz. S. 22 - 23 |
Source: | ECONIS - Online Catalogue of the ZBW |
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