Option pricing under stochastic interest rates: an empirical investigation
type: Item
instance of: scholarly article
title: Option pricing under stochastic interest rates: an empirical investigation
zbMATH Open document ID: 1059.91044
DOI: 10.1023/A:1021155301176
author: Yong-Jin Kim
published in: Asia-Pacific Financial Markets
publication date: 2004-01-14T00:00:00Z
Mathematics Subject Classification ID: 91G20
zbMATH DE Number: 2026749
zbMATH Keywords: Nikkei 225 index option
zbMATH Keywords: overnight call money rate
MaRDI profile type: Publication
full work available at URL: a:1021155301176
OpenAlex ID: W6176449
description: scientific article; zbMATH DE number 2026749