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Pricing by no arbitrage
Jensen, Bjarne Astrup
- In:
Time series models : in econometrics, finance and other …
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(pp. 177-225)
.
1996
Persistent link: https://www.econbiz.de/10001319933
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Pricing contingent claims : first- and second-order effects from stochastic interest rate development
Jensen, Bjarne Astrup
- In:
Recent research in financial modelling
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(pp. 125-134)
.
1993
Persistent link: https://www.econbiz.de/10001282577
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