Option pricing under joint dynamics of interest rates, dividends, and stock prices

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Translated title of the contribution	Option pricing under joint dynamics of interest rates, dividends, and stock prices
Original language	English
Pages (from-to)	260-264
Journal	Operations Research Letters
Volume	39
DOIs	https://doi.org/10.1016/j.orl.2011.06.004
Publication status	Published - 2011
Publication type	A1 Journal article-refereed

Publication forum classification

@article{08493929e1aa4c10aac7cdccb912b623,

title = "Option pricing under joint dynamics of interest rates, dividends, and stock prices",

author = "Juho Kanniainen",

note = "Contribution: organisation=tta,FACT1=1",

year = "2011",

doi = "10.1016/j.orl.2011.06.004",

language = "English",

volume = "39",

pages = "260--264",

journal = "Operations Research Letters",

issn = "0167-6377",

publisher = "Elsevier",

}

TY - JOUR

T1 - Option pricing under joint dynamics of interest rates, dividends, and stock prices

AU - Kanniainen, Juho

N1 - Contribution: organisation=tta,FACT1=1

PY - 2011

Y1 - 2011

U2 - 10.1016/j.orl.2011.06.004

DO - 10.1016/j.orl.2011.06.004

M3 - Article

SN - 0167-6377

VL - 39

SP - 260

EP - 264

JO - Operations Research Letters

JF - Operations Research Letters

ER -