Generalised Geske--Johnson Interpolation of Option Prices.
Saved in:
| 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 |
| ISSN: | 0306686X |
|---|---|
| DOI: | 10.1111/j.1468-5957.2007.02014.x |