Stock Index Dynamics and Derivatives Pricing with Stochastic Interest Rates

Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › peer review

Originalsprog	Engelsk
Tidsskrift	Review of Derivatives Research
Sider (fra-til)	261-285
ISSN	1380-6645
Status	Udgivet - 1999

Opstilling: 336.764 sør
Løbe nr.: 003152

Emneord

@article{77dd7780c02411db9769000ea68e967b,

title = "Stock Index Dynamics and Derivatives Pricing with Stochastic Interest Rates",

keywords = "Derivater, Renter",

author = "Carsten S{\o}rensen",

note = "Opstilling: 336.764 s{\o}r L{\o}be nr.: 003152",

year = "1999",

language = "English",

pages = "261--285",

journal = "Review of Derivatives Research",

issn = "1380-6645",

publisher = "Springer New York",

}