Comparing mean reverting versus pure diffusion interest rate processes in valuing postponement options

Quarterly Review of Economics and Finance

Volumn 38, Issue 3 Part.1, 1998, Pages 579-598

  Spahr, Ronald W ^a   Schwebach, Robert G ^b  

^a UNIVERSITY OF NORTH CAROLINA AT PEMBROKE   (United States)

^b Department of Environmental and Radiological Health Sciences   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0032325275     PISSN: 10629769     EISSN: None     Source Type: Journal    
DOI: 10.1016/s1062-9769(99)80091-x     Document Type: Review

References (26)

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