Template-Type: ReDIF-Paper 1.0
Title: The pricing of options with an uncertain interest rate: A discrete
  	time approach
Author-Name: Sandmann,Klaus
Author-WorkPlace-Name: University of Bonn
Classification-JEL: 313,211
Keywords: Black-Scholers model,Interest rate,Binomial model, Risk minimizing
  	strategy
Series: Sonderforschungsbereich 303
  Creation-Date: 1989-01
Handle: RePEc:bon:bonsfb:114