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Pricing stock index futures with stochastic interest rates
Author(s) -
Cakici Nusret,
Chatterjee Sris
Publication year - 1991
Publication title -
journal of futures markets
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.88
H-Index - 55
eISSN - 1096-9934
pISSN - 0270-7314
DOI - 10.1002/fut.3990110404
Subject(s) - chatterjee , futures contract , index (typography) , library science , management , computer science , economics , financial economics , artificial intelligence , world wide web , bengali