On the feasibility of arbitrage-based option pricing when stochastic bond price processes are involved
Susan T. Cheng
| Year of publication: |
1991
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|---|---|
| Authors: | Cheng, Susan T. |
| Published in: |
Journal of economic theory. - Amsterdam : Elsevier, ISSN 0022-0531, ZDB-ID 410539-4. - Vol. 53.1991, 1, p. 185-198
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| Subject: | CAPM | Zinsderivat | Interest rate derivative | Arbitrage | 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/10001101627