"Chapter 7 A discrete time synthesis of derivative security valuation using ..."

Peter P. Carr, Robert A. Jarrow (1995)

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DOI: 10.1016/S0927-0507(05)80051-9

access: closed

type: Part in Book or Collection

metadata version: 2020-05-09

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Peter P. Carr, Robert A. Jarrow:
Chapter 7 A discrete time synthesis of derivative security valuation using a term structure of futures prices. Finance 1995: 225-249

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