Author: | Ritchken, P. Boenawan, K. |
Title: | On arbitrage-free pricing of interest rate contingent claims |
Journal: | Journal of Finance
1990 : MAR, VOL. 45:1, p. 259-264 |
Index terms: | INTEREST RATES FINANCIAL MODELS |
Language: | eng |
Abstract: |
SCIMA
Author: | Ritchken, P. Boenawan, K. |
Title: | On arbitrage-free pricing of interest rate contingent claims |
Journal: | Journal of Finance
1990 : MAR, VOL. 45:1, p. 259-264 |
Index terms: | INTEREST RATES FINANCIAL MODELS |
Language: | eng |
Abstract: |