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An evaluation of contingent claims using the CKLS interest rate model : an analysis of Australia, Japan, and the United Kingdom
Nowman, Kalid Ben; Sorwar, Ghulam - In: Asia-Pacific financial markets 6 (1999) 3, pp. 205-219
Persistent link: https://www.econbiz.de/10001449329
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Implied option prices from the continuous time CKLS interest rate model : an application to the UK
Nowman, Kalid Ben; Sorwar, Ghulam - In: Applied financial economics 13 (2003) 3, pp. 191-198
Persistent link: https://www.econbiz.de/10001742866
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Derivative prices from interest rate models : results for Canada, Hong Kong, and United States
Nowman, Kalid Ben; Sorwar, Ghulam - In: International review of financial analysis 14 (2005) 4, pp. 428-438
Persistent link: https://www.econbiz.de/10003117478
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Continuous and discrete time modelling of spillovers in equity and bond markets
Dontis-Charitos, Panagiotis; Gough, Orla; Nowman, Kalid Ben - In: International journal of bonds and derivatives 1 (2013) 1, pp. 54-87
Persistent link: https://www.econbiz.de/10010338909