Pricing stock and bond options when the default-free rate is stochastic
Ramon Rabinovitch
| Year of publication: |
1989
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|---|---|
| Authors: | Rabinovitch, Ramón |
| Published in: |
Journal of financial and quantitative analysis : JFQA. - New York, NY [u.a.] : Cambridge University Press, ISSN 0022-1090, ZDB-ID 219406-5. - Vol. 24.1989, 4, p. 447-457
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| Subject: | Derivat | Derivative | Risiko | Risk | Anleihe | Bond | Aktie | Share | 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/10001082083