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~isPartOf:"Finance research letters"
~isPartOf:"The journal of finance : the journal of the American Finance Association"
~person:"Kim, Young Shin"
~person:"Subrahmanyam, Marti G."
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Option Prices with Stochastic...
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Kim, Young Shin
Subrahmanyam, Marti G.
Wang, Xingchun
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Finance research letters
The journal of finance : the journal of the American Finance Association
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Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
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The valuation of American options with stochastic interest rates : a generalization of the Geske-Johnson technique
Ho, Teng-suan
- In:
The journal of finance : the journal of the American …
52
(
1997
)
2
,
pp. 827-840
Persistent link: https://www.econbiz.de/10001222419
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Enhancing binomial and trinomial equity option pricing models
Kim, Young Shin
;
Stoyanov, Stoyan V.
;
Račev, Svetlozar T.
- In:
Finance research letters
28
(
2019
),
pp. 185-190
Persistent link: https://www.econbiz.de/10012388304
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