Ho, T S and Stapleton, R C and Subrahmanyam, M G (1996) The valuation of american options with stochastic interest rates: a generalization of the Geske-Johnson technique. Working Paper. The Department of Accounting and Finance, Lancaster University.Full text not available from this repository.
|Item Type:||Monograph (Working Paper)|
|Deposited On:||11 Jul 2011 22:00|
|Last Modified:||27 Jul 2012 01:10|
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