The simplest American and real option approximations: Geske-Johnson interpolation in maturity and yield

Chung, S L and Shackleton, M B (2003) The simplest American and real option approximations: Geske-Johnson interpolation in maturity and yield. Applied Economics Letters, 10 (11). pp. 709-716. ISSN 1350-4851

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Item Type:
Journal Article
Journal or Publication Title:
Applied Economics Letters
Uncontrolled Keywords:
/dk/atira/pure/subjectarea/asjc/2000/2002
Subjects:
?? economics and econometricsdiscipline-based research ??
ID Code:
43868
Deposited By:
Deposited On:
11 Jul 2011 18:06
Refereed?:
Yes
Published?:
Published
Last Modified:
15 Jul 2024 11:51