Implied option prices from the continuous time CKLS interest rate model: an application to the UK
| Year of publication: |
2003
|
|---|---|
| Authors: | Ben Nowman, K. ; Sorwar, Ghulam |
| Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 10779735. - Vol. 13.2003, 3, p. 191-198
|