Stock Index Dynamics and Derivatives Pricing with Stochastic Interest Rates

Research output: Contribution to journalJournal articleResearchpeer-review

Original languageEnglish
JournalReview of Derivatives Research
Pages (from-to)261-285
ISSN1380-6645
Publication statusPublished - 1999

Cite this

@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",

}

Stock Index Dynamics and Derivatives Pricing with Stochastic Interest Rates. / Sørensen, Carsten.

In: Review of Derivatives Research, 1999, p. 261-285.

Research output: Contribution to journalJournal articleResearchpeer-review

TY - JOUR

T1 - Stock Index Dynamics and Derivatives Pricing with Stochastic Interest Rates

AU - Sørensen, Carsten

N1 - Opstilling: 336.764 sør Løbe nr.: 003152

PY - 1999

Y1 - 1999

KW - Derivater

KW - Renter

M3 - Journal article

SP - 261

EP - 285

JO - Review of Derivatives Research

JF - Review of Derivatives Research

SN - 1380-6645

ER -