Stock index dynamics and derivatives pricing with stochastic interest rates (Q375371)

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scientific article; zbMATH DE number 6220923
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English
Stock index dynamics and derivatives pricing with stochastic interest rates
scientific article; zbMATH DE number 6220923

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    Stock index dynamics and derivatives pricing with stochastic interest rates (English)
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    30 October 2013
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    general equilibrium
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    stock index
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    futures
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    options
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