Option Prices With Stochastic Interest Rates - Black/Scholes and Ho/Lee Unified

SSRN Electronic Journal
doi 10.2139/ssrn.191848
Full Text
Abstract

Available in full text

Date
Authors
Publisher

Elsevier BV

Related search

Continuous-Time Mean-Variance Portfolio Selection Problem With Ho-Lee Stochastic Interest Rates

2017English

Real Option Problems With Stochastic Interest Rates

INFRASTRUCTURE PLANNING REVIEW
2007English

Exchange Rates, Interest Rates, Security Prices and Retail Prices Indices

Financial Statistics
2010English

Exchange Rates, Interest Rates, Security Prices and Retail Prices Indices

Financial Statistics
2011English

Exchange Rates, Interest Rates, Security Prices and Retail Prices Indices

Financial Statistics
2009English

Oil Prices, Exchange Rates and Interest Rates

2019English

Exchange Rates, Interest Rates, Security Prices and Retail Prices Indices

Financial Statistics
2009English

Exchange Rates, Interest Rates, Security Prices and Retail Prices Indices

Financial Statistics
2009English

Robust Option Replication for a Black-Scholes Model Extended With Nondeterministic Trends

Journal of Applied Mathematics and Stochastic Analysis
1999English

Amanote Research

Note-taking for researchers

Follow Amanote

© 2026 Amaplex Software S.P.R.L. All rights reserved.

Privacy PolicyRefund Policy