On the feasibility of arbitrage-based option pricing when stochastic bond price processes are involved
Open Access
- 1 February 1991
- journal article
- Published by Elsevier in Journal of Economic Theory
- Vol. 53 (1) , 185-198
- https://doi.org/10.1016/0022-0531(91)90148-w
Abstract
No abstract availableThis publication has 8 references indexed in Scilit:
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