The simplest American and real option approximations : Geske-Johnson interpolation in maturity and yield
San-Lin Chung and Mark Shackleton
| Year of publication: |
2003
|
|---|---|
| Authors: | Chung, San-Lin ; Shackleton, Mark B. |
| Published in: |
Applied economics letters. - Abingdon : Routledge, ISSN 1350-4851, ZDB-ID 1181036-1. - Vol. 10.2003, 11, p. 709-716
|
| Subject: | Realoptionsansatz | Real options analysis | Optionspreistheorie | Option pricing theory | Fälligkeit | Maturity |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001820267