Path-Dependent Contracts on Interest Rates

L. Sankarasubramanian and P. Ritchken

Working Papers from Southern California - School of Business Administration

Keywords: financial market; contrats; interest rate (search for similar items in EconPapers)
Pages: 15 pages
Date: 1991
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Persistent link: https://EconPapers.repec.org/RePEc:fth:socabu:91-40

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