مرکز منطقه ای اطلاع رساني علوم و فناوري - The arbitrage-free valuation and hedging of demand deposits and credit card loans

Title of article :

The arbitrage-free valuation and hedging of demand deposits and credit card loans

Author/Authors :

Robert A. Jarrow، نويسنده , , Donald R. van Deventer، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 1998

Pages :

From page :

249

To page :

272

Keywords :

Demand Deposits , Credit card loans , Arbitrage-free pricing , Health JarrowMorton model

Journal title :

Journal of Banking and Finance

Serial Year :

1998

Journal title :

Journal of Banking and Finance

Record number :

193004

Link To Document :