Stock Index Dynamics and Derivatives Pricing with Stochastic Interest Rates

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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",

}