Fuqua School of Business, Duke University. This paper is based on my dissertation at New York University. I would like to thank Avi Bick, Wayne Ferson, Doug Foster, Robert Jarrow, Gary Gottlieb, Martin Gruber, Campbell Harvey, and Marti Subrahmanyam for their valuable comments. I am especially indebted to Thomas Ho and Robert Whaley for their help with this project. Certainly, I am responsible for any remaining errors.
Pricing Contingent Claims under Interest Rate and Asset Price Risk
Article first published online: 30 APR 2012
1989 The American Finance Association
The Journal of Finance
Volume 44, Issue 3, pages 571–589, July 1989
How to Cite
KISHIMOTO, N. (1989), Pricing Contingent Claims under Interest Rate and Asset Price Risk. The Journal of Finance, 44: 571–589. doi: 10.1111/j.1540-6261.1989.tb04379.x
- Issue published online: 30 APR 2012
- Article first published online: 30 APR 2012
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