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