Derivative prices from interest rate models: Results for Canada, Hong Kong, and United States

International Review of Financial Analysis

Volumn 14, Issue 4, 2005, Pages 428-438

  Nowman, Ben K ^a   Sorwar, Ghulam ^b  

^a UNIVERSITY OF WESTMINSTER   (United Kingdom)

^b CARDIFF UNIVERSITY   (United Kingdom)

Author keywords

Bonds; Call; CKLS; Prices; Puts

Indexed keywords

EID: 24144445645     PISSN: 10575219     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.irfa.2004.10.010     Document Type: Article

References (15)

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