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Generalised Geske-Johnson interpolation of option prices

Research output: Contribution to Journal/MagazineJournal articlepeer-review

Published
<mark>Journal publication date</mark>2007
<mark>Journal</mark>Journal of Business Finance and Accounting
Issue number5-6
Volume34
Number of pages26
Pages (from-to)976-1001
Publication StatusPublished
<mark>Original language</mark>English