Options on the One Day Interfinancial Deposits Index: Derivation of a Formula for the Calculation of the Arbitrage Free Price
| Year of publication: |
2000-10
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|---|---|
| Authors: | Viera Neto, C.A. ; Pereira, Pedro L. Valls |
| Institutions: | Insper Instituto de Ensino e Pesquisa |
| Extent: | application/pdf |
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| Series: | |
| Type of publication: | Book / Working Paper |
| Source: |
Persistent link: https://www.econbiz.de/10005112649