The arbitrage-free valuation and hedging of demand deposits and credit card loans

Journal of Banking & Finance - Tập 22 - Trang 249-272 - 1998
Robert A. Jarrow1,2, Donald R. van Deventer2
1Johnson Graduate School of Management, Cornell University, Ithaca, New York 14853, USA
2Kamakura Corporation, Saiwai-cho 21-5-501, Chigasaki-shi, Kanagawa-ken 253, Japan

Tài liệu tham khảo

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Thông tin xuất bản

Journal of Banking & Finance

Tập 22

249-272

Thông tin tác giả