✦ LIBER ✦

Pricing of index options when interest rates are stochastic: An empirical test

✍ Scribed by Krister Rindell

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Option Pricing under Stochastic Interest

✍ Yong-Jin Kim 📂 Article 📅 2002 🏛 Springer 🌐 English ⚖ 187 KB

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Simultaneous option prices and an implie

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THE EFFECT OF REFUNDING DECISIONS ON THE

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