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Utility-based Futures Contract Pricing under Stochastic Interest Rate, Appreciation Rate and Dividend Yield

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Identiferoai:union.ndltd.org:OhioLink/oai:etd.ohiolink.edu:ucin1283524846
Date29 November 2010
CreatorsLiu, Cheng
PublisherUniversity of Cincinnati / OhioLINK
Source SetsOhiolink ETDs
LanguageEnglish
Detected LanguageEnglish
Typetext
Sourcehttp://rave.ohiolink.edu/etdc/view?acc_num=ucin1283524846
Rightsunrestricted, This thesis or dissertation is protected by copyright: all rights reserved. It may not be copied or redistributed beyond the terms of applicable copyright laws.

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