Pricing stock index futures with stochastic interest rates
| Year of publication: |
1991
|
|---|---|
| Authors: | Cakici, Nusret ; Chatterjee, Sris |
| Published in: |
Journal of Futures Markets. - John Wiley & Sons, Ltd.. - Vol. 11.1991, 4, p. 441-452
|
| Publisher: |
John Wiley & Sons, Ltd. |