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.
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|Item Type: ||Monograph (Working Paper)|
|ID Code: ||48562|
|Deposited By: ||ep_importer_pure|
|Deposited On: ||11 Jul 2011 22:00|
|Last Modified: ||27 Jul 2012 01:10|
|Identification Number: |
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