On the feasibility of arbitrage-based option pricing when stochastic bond price processes are involved (Q2640422)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the feasibility of arbitrage-based option pricing when stochastic bond price processes are involved |
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On the feasibility of arbitrage-based option pricing when stochastic bond price processes are involved (English)
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1991
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interest rate sensitive assets
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stochastic bond price process
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