The pricing of options with an uncertain interest rate: A discrete time approach
| Authors: | Sandmann, Klaus |
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| Institutions: | University of Bonn, Germany |
| Subject: | Black-Scholers model | Interest rate | Binomial model | Risk minimizing strategy |
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| Type of publication: | Book / Working Paper |
| Notes: | The text is part of a series Sonderforschungsbereich 303 Creation-Date: 1989-01 |
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Persistent link: https://www.econbiz.de/10005028431