Implied option prices from the continuous time CKLS interest rate model : an application to the UK
Year of publication: |
2003
|
---|---|
Authors: | Nowman, Kalid Ben ; Sorwar, Ghulam |
Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 1077973-5. - Vol. 13.2003, 3, p. 191-198
|
Subject: | Optionspreistheorie | Option pricing theory | Zins | Interest rate | Schätzung | Estimation | Großbritannien | United Kingdom |
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