Generalised Geske--Johnson Interpolation of Option Prices.

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Bibliographic Details
Title: Generalised Geske--Johnson Interpolation of Option Prices.
Authors: Chung, San–Lin1, Shackleton, Mark B.
Source: Journal of Business Finance & Accounting. Jun/Jul2007, Vol. 34 Issue 5/6, p976-1001. 26p. 9 Charts, 3 Graphs.
Database: Business Source Ultimate
Description
ISSN:0306686X
DOI:10.1111/j.1468-5957.2007.02014.x