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A note on the controversy between Rapp and Eichner

โœ Scribed by Klaus Eichner; Werner Habermehl


Publisher
Springer Netherlands
Year
1978
Tongue
English
Weight
162 KB
Volume
9
Category
Article
ISSN
1572-8587

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Azriel Levy ## Introduction everal authors have shown that the theoretical relationship between forward and fu-S tures prices depends primarily on the assumptions regarding the stochastic process of interest rates (Cox, et. al. (1981); Richard and Sundaresan (1981); Jarrow and Oldfield (1981); an