On pricing kernels and finite-state variable health Jarrow Morton models
George Pennacchi ; Peter Richken ; L. Sankarasubramanian
| Year of publication: |
1996
|
|---|---|
| Authors: | Pennacchi, George G. |
| Other Persons: | Ritchken, Peter H. (contributor) ; Sankarasubramanian, L. (contributor) |
| Published in: |
Review of derivatives research. - Norwell, Mass. [u.a.] : Springer, ISSN 1380-6645, ZDB-ID 1387516-4. - Vol. 1.1996, 1, p. 87-99
|
| Subject: | Optionspreistheorie | Option pricing theory | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001205609