A note on forward price and forward measure

Review of Quantitative Finance and Accounting

Volumn 19, Issue 3, 2002, Pages 261-272

  Chen, Ren Raw ^a   Huang, Jing Zhi ^b  

^a RUTGERS UNIVERSITY   (United States)

^b PENNSYLVANIA STATE UNIVERSITY   (United States)

Author keywords

Forward measure; Forward price; Stochastic interest rates

Indexed keywords

EID: 34548589487     PISSN: 0924865X     EISSN: 15737179     Source Type: Journal    
DOI: 10.1023/A:1020715407939     Document Type: Article

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