On pricing of market-indexed certificates of deposit (Q1123103)
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scientific article; zbMATH DE number 4108444
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On pricing of market-indexed certificates of deposit |
scientific article; zbMATH DE number 4108444 |
Statements
On pricing of market-indexed certificates of deposit (English)
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1989
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arbitrage pricing
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contingent claim, Itô's formula
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martingale
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trading strategy
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financial economics
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market-indexed certificate of deposite
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stock index
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market method
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continuous trading
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