Pricing and hedging capped options
Author:
Publisher
Wiley
Subject
Economics and Econometrics,Finance,General Business, Management and Accounting,Accounting
Reference10 articles.
1. The Empirical Implications of the Cox, Ingersoll, Ross Theory of the Term Structure of Interest Rates
2. A Theory of the Term Structure of Interest Rates
3. The Pricing of Options on Default-Free Bonds
4. (1985, December): “Bowing Before the Icon,” Euromoney, 85–86.
5. The pricing of call and put options on foreign exchange
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