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.

Full text not available from this repository.
Item Type: Monograph (Working Paper)
Uncontrolled Keywords: /dk/atira/pure/subjectarea/aacsb/disciplinebasedresearch
Subjects:
ID Code: 48562
Deposited By: ep_importer_pure
Deposited On: 11 Jul 2011 21:00
Refereed?: No
Published?: Published
Last Modified: 30 Sep 2019 12:51
URI: https://eprints.lancs.ac.uk/id/eprint/48562

Actions (login required)

View Item View Item