The valuation of American options in stochastic interest rate economies /

The valuation of American options in stochastic interest rate economies /

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Bibliographic Details
Author / Creator:	Ho, Teng Suan.
Imprint:	New York, N.Y. : New York University Salomon Center, [1992]
Description:	35, 10 p. : ill. ; 28 cm.
Language:	English
Series:	Working paper series ; S-92-19 Working paper series (New York University. Salomon Center) ; S-92-19
Subject:	Options (Finance) -- Valuation -- Mathematical models. Options (Finance) -- Valuation -- Mathematical models.
Format:	Print Book
URL for this record:	http://pi.lib.uchicago.edu/1001/cat/bib/1348117

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Other authors / contributors:	Stapleton, Richard C. Subrahmanyam, Marti G., 1946- New York University. Salomon Center
Notes:	"18th European Finance Association Conference, Rotterdam, August 1991." Includes bibliographical references (p. 35).

Regenstein, Bookstacks

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Call Number:	HG6024.3.H6 1992
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