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~person:"Gupta, Anurag"
~person:"Ritchken, Peter H."
~subject:"Zins"
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Interest rate derivative
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Zinsderivat
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Option pricing theory
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Gupta, Anurag
Ritchken, Peter H.
Akram, Tanweer
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Mamun, Khawaja Abdullah al
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4
Bianchetti, Marco
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Burgess, Nicholas
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Journal of financial markets
1
The journal of finance : the journal of the American Finance Association
1
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ECONIS (ZBW)
2
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1
Liquidity effect in OTC options markets : premium or discount?
Deuskar, Prachi
;
Gupta, Anurag
;
Subrahmanyam, Marti G.
- In:
Journal of financial markets
14
(
2011
)
1
,
pp. 127-160
Persistent link: https://www.econbiz.de/10009267085
Saved in:
2
On arbitrage-free pricing of interest rate contingent claims
Ritchken, Peter H.
- In:
The journal of finance : the journal of the American …
45
(
1990
)
1
,
pp. 259-264
Persistent link: https://www.econbiz.de/10001084192
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