The Valuation of American Options with Stochastic Interest...

The Journal of Finance 1997 / 06 Vol. 52; Iss. 2

The Valuation of American Options with Stochastic Interest Rates: A Generalization of the Geske-Johnson Technique

T. S. Ho, Richard C. Stapleton and Marti G. Subrahmanyam
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Volume:
52
Language:
english
Journal:
The Journal of Finance
DOI:
10.2307/2329500
Date:
June, 1997
File:
PDF, 455 KB
english, 1997
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