On the use of the Black & Scholes model in a stochastic interest rate economy
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- Bollerslev, Tim & Chou, Ray Y. & Kroner, Kenneth F., 1992. "ARCH modeling in finance : A review of the theory and empirical evidence," Journal of Econometrics, Elsevier, vol. 52(1-2), pages 5-59.
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- G13 - Financial Economics - - General Financial Markets - - - Contingent Pricing; Futures Pricing
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