Interest Rate Models and Option Pricing: A Sensitivity Analysis
Publication Type
Journal Article
Publication Date
1995
Discipline
Economics
Research Areas
Econometrics
Publication
Mathematics and Computers in Simulation
Volume
39
First Page
431
Last Page
436
ISSN
0378-4754
Identifier
10.1016/0378-4754(94)00095-9
Publisher
Elsevier
Citation
TSE, Yiu Kuen.
Interest Rate Models and Option Pricing: A Sensitivity Analysis. (1995). Mathematics and Computers in Simulation. 39, 431-436.
Available at: https://ink.library.smu.edu.sg/soe_research/323
Additional URL
https://doi.org/10.1016/0378-4754(94)00095-9