مرکز منطقه ای اطلاع رساني علوم و فناوري - Pricing of index options when interest rates are stochastic: An empirical test

Title of article :

Pricing of index options when interest rates are stochastic: An empirical test

Author/Authors :

Krister Rindell، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 1995

Pages :

From page :

785

To page :

802

Keywords :

Option Pricing , Stock index options , Term structure models , Generalized method ofmoments

Journal title :

Journal of Banking and Finance

Serial Year :

1995

Journal title :

Journal of Banking and Finance

Record number :

192788

Link To Document :