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
18
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