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The Valuation of American Options with Stochastic Interest Rates: A Generalization of the Geske—Johnson Technique

✍ Scribed by T. S. HO; RICHARD C. STAPLETON; MARTI G. SUBRAHMANYAM

Book ID
114758748
Publisher
John Wiley and Sons
Year
1997
Tongue
English
Weight
851 KB
Volume
52
Category
Article
ISSN
0022-1082

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