The Valuation of American Options with Stochastic Interest Rates: A Generalization of the Geske-Johnson Technique
| Year of publication: |
1997
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|---|---|
| Authors: | Ho, T.S. ; Stapleton, Richard C. ; Subrahmanyam, Marti G. |
| Published in: |
The journal of finance : the journal of the American Finance Association. - Hoboken, NJ [u.a.] : Wiley, ISSN 0022-1082, ZDB-ID 2181915. - Vol. 52.1997, 2
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