On the Representation of Option Prices with Stochastic Interest Rates

First Fabio Antonelli, Second Alessandro Ramponi

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DOI: 10.21203/rs.3.rs-11260384/v1
Published: 2026-10-27
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Publisher: Springer Science and Business Media LLC
Open access: unknown

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Cite this work

BibTeX

@article{allodium:10.21203/rs.3.rs-11260384/v1,
  title = {On the Representation of Option Prices with Stochastic Interest Rates},
  author = {First Fabio Antonelli and Second Alessandro Ramponi},
  year = {2026},
  doi = {10.21203/rs.3.rs-11260384/v1},
  url = {https://doi.org/10.21203/rs.3.rs-11260384/v1}
}

RIS

TY  - JOUR
TI  - On the Representation of Option Prices with Stochastic Interest Rates
AU  - First Fabio Antonelli
AU  - Second Alessandro Ramponi
PY  - 2026
DO  - 10.21203/rs.3.rs-11260384/v1
UR  - https://doi.org/10.21203/rs.3.rs-11260384/v1
ER  -

APA

Antonelli, F. F., & Ramponi, S. A. (2026). On the Representation of Option Prices with Stochastic Interest Rates. https://doi.org/10.21203/rs.3.rs-11260384/v1

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crossref · retrieved 2026-11-10T14:10:47.668Z