The valuation of American options with stochastic interest rates : a generalization of the Geske-Johnson technique
T. S. Ho, Richard C. Stapleton, and Marti G. Subrahmanyam
| Year of publication: |
1997
|
|---|---|
| Authors: | Ho, Teng-suan |
| Other Persons: | Stapleton, Richard C. (contributor) ; Subrahmanyam, Marti G. (contributor) |
| Published in: |
The journal of finance : the journal of the American Finance Association. - Hoboken, NJ [u.a.] : Wiley, ISSN 0022-1082, ZDB-ID 218191-5. - Vol. 52.1997, 2, p. 827-840
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| Subject: | Optionspreistheorie | Option pricing theory | Zins | Interest rate | Volatilität | Volatility | Theorie | Theory |
| 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/10001222419