A discrete time synthesis of derivative security valuation using a term structure of futures prices
Peter P. Carr and Robert A. Jarrow
| Year of publication: |
1995
|
|---|---|
| Authors: | Carr, Peter |
| Other Persons: | Jarrow, Robert A. (contributor) |
| Published in: |
Finance. - Amsterdam [u.a.] : North-Holland Elsevier, ISBN 0-444-89084-X. - 1995, p. 225-249
|
| Subject: | Derivat | Derivative | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001318017