Option pricing under stochastic interest rates: an empirical investigation

DOI10.1023/A:1021155301176zbMath1059.91044OpenAlexW6176449MaRDI QIDQ1418790

Yong-Jin Kim

Publication date: 14 January 2004

Published in: Asia-Pacific Financial Markets (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1021155301176

zbMATH Keywords

Nikkei 225 index optionovernight call money rate

Mathematics Subject Classification ID

Derivative securities (option pricing, hedging, etc.) (91G20)

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