| Original language | English |
|---|---|
| Journal | Review of Derivatives Research |
| Pages (from-to) | 261-285 |
| ISSN | 1380-6645 |
| Publication status | Published - 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 journal › Journal article › Research › peer-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 -