Author:
Amin Kaushik I.,Morton Andrew J.
Subject
Strategy and Management,Economics and Econometrics,Finance,Accounting
Reference33 articles.
1. On the computation of continuous-time option prices using discrete approximations;Amin;Journal of Financial and Quantitative Analysis,1991
2. Discrete-time valuation of American options with stochastic interest rates;Amin;Review of Financial Studies,1994
3. Arbitrage-based estimation of non-stationary shifts in the term structure of interest rates;Bliss;Journal of Finance,1989
4. A non-stationary trinomial model for the valuation of options on Treasury bond futures options;Bliss,1992
5. Numerical evaluation of multivariate contingent claims;Boyle;Review of Financial Studies,1989
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144 articles.
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