The pricing of stock options when the term structure of interest rates is stochastic : parameterizations and tests of the Amin and Jarrow model

The pricing of stock options when the term structure of interest rates is stochastic : parameterizations and tests of the Amin and Jarrow model

datePublished

• 1993

identifier

• propertyID: FI-FENNI value: 367229
• propertyID: FI-MELINDA value: 001021242
• propertyID: skl value: fx367229

isbn

• 951555425X

isPartOf

• Fennica
• Meddelanden / Svenska handelshögskolan

name

• The pricing of stock options when the term structure of interest rates is stochastic : parameterizations and tests of the Amin and Jarrow model

numberOfPages

• 18, [12] s.

P60048

• <http://rdaregistry.info/termList/RDACarrierType/1049>

P60050

• <http://rdaregistry.info/termList/RDAMediaType/1007>

publication

• location: Helsingfors organizer: Svenska handelshögskolan

publisher

• Svenska handelshögskolan