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The valuation of american options with stochastic interest rates: a generalization of the Geske-Johnson technique

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)
Subjects: UNSPECIFIED
Departments: UNSPECIFIED
ID Code: 48562
Deposited By: ep_importer_pure
Deposited On: 11 Jul 2011 22:00
Refereed?: No
Published?: Published
Last Modified: 27 Jul 2012 01:10
Identification Number:
URI: http://eprints.lancs.ac.uk/id/eprint/48562

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