Pricing UK and US securities within the CKLS model further results

International Review of Financial Analysis

Volumn 8, Issue 3, 1999, Pages 235-245

  Nowman, K Ben ^a   Sorwar, Ghulam ^b  

^a UNIVERSITY OF KENT   (United Kingdom)

^b CARDIFF UNIVERSITY   (United Kingdom)

Author keywords

Bonds; Call; CKLS; Prices; Puts

Indexed keywords

EID: 0033095808     PISSN: 10575219     EISSN: None     Source Type: Journal    
DOI: 10.1016/S1057-5219(99)00019-8     Document Type: Article

References (9)

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