The Pricing of Options With an Uncertain Interest Rate: A Discrete‐Time Approach1
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DOI: 10.1111/j.1467-9965.1993.tb00088.x
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References listed on IDEAS
- Robert A. Jarrow, 2009. "The Term Structure of Interest Rates," Annual Review of Financial Economics, Annual Reviews, vol. 1(1), pages 69-96, November.
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Cited by:
- Flåm, Sjur, 2007.
"Option Pricing by Mathematical Programming,"
Working Papers
2007:10, Lund University, Department of Economics.
- Flåm, Sjur Didrik, 2007. "Option pricing by mathematical programming," Working Papers in Economics 08/07, University of Bergen, Department of Economics.
- Mondher Bellalah, 2009. "Derivatives, Risk Management & Value," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 7175.
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