The pricing of options with an uncertain interest rate : a discrete time approach
Year of publication: |
1989
|
---|---|
Authors: | Sandmann, Klaus |
Institutions: | Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn (contributor) ; Deutsche Forschungsgemeinschaft (contributor) |
Publisher: |
Bonn : Sonderforschungsbereich 303, Univ. |
Subject: | Optionspreistheorie | Option pricing theory | Zins | Interest rate |
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