Stock index dynamics and derivatives pricing with stochastic interest rates

DOI10.1007/BF01574149zbMath1274.91444MaRDI QIDQ375371

Carsten Sørensen

Publication date: 30 October 2013

Published in: Review of Derivatives Research (Search for Journal in Brave)

zbMATH Keywords

optionsgeneral equilibriumfuturesstock index

Mathematics Subject Classification ID

Derivative securities (option pricing, hedging, etc.) (91G20) General equilibrium theory (91B50)

Cites Work

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