An evaluation of contingent claims using the CKLS interest rate model : an analysis of Australia, Japan, and the United Kingdom
Year of publication: |
1999
|
---|---|
Authors: | Nowman, Kalid Ben ; Sorwar, Ghulam |
Published in: |
Asia-Pacific financial markets. - Dordrecht [u.a.] : Springer, ISSN 1387-2834, ZDB-ID 1431844-1. - Vol. 6.1999, 3, p. 205-219
|
Subject: | Optionspreistheorie | Option pricing theory | Zins | Interest rate | Währung | Currency | Australien | Australia | Japan | Großbritannien | United Kingdom |
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