Research output: Contribution to journal › Journal article › peer-review
Generalised Geske-Johnson interpolation of option prices. / Chung, S L; Shackleton, M B.
In: Journal of Business Finance and Accounting, Vol. 34, No. 5-6, 2007, p. 976-1001.Research output: Contribution to journal › Journal article › peer-review
}
TY - JOUR
T1 - Generalised Geske-Johnson interpolation of option prices
AU - Chung, S L
AU - Shackleton, M B
PY - 2007
Y1 - 2007
M3 - Journal article
VL - 34
SP - 976
EP - 1001
JO - Journal of Business Finance and Accounting
JF - Journal of Business Finance and Accounting
SN - 0306-686X
IS - 5-6
ER -