Option prices with stochastic interest rates : Black/Scholes and Ho/Lee unified

Jochen Wilhelm. Ed.: Department of Business Administration, Faculty of Business Administration and Economics, Passau University

Year of publication:	2001 ; 2. draft
Authors:	Wilhelm, Jochen
Publisher:	Passau : Univ., Wirtschaftswiss. Fak.
Subject:	Optionspreistheorie \| Option pricing theory \| Black-Scholes-Modell \| Black-Scholes model \| Zinsstruktur \| Yield curve \| Stochastischer Prozess \| Stochastic process \| Vergleich \| Comparison \| Theorie \| Theory \| Optionspreis \| Preisbildung \| Stochastisches Modell

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