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P. Ritchken
Information about the author P. Ritchken will soon be added to the site.
Found
2 papers
in total
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Pricing claims under GARCH-level dependent interest rate processes
2001
This article considers the pricing of interest-rate-sensitive claims when the...
A binomial contingent claims model for valuing risky ventures
1991
Recently techniques of continuous time arbitrage and stochastic control theory have...
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