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The valuation of american options with stochastic interest rates: a generalization of the Geske-Johnson technique

Research output: Working paper

Published
  • T S Ho
  • R C Stapleton
  • M G Subrahmanyam
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Publication date1996
Place of PublicationLancaster University
PublisherThe Department of Accounting and Finance
<mark>Original language</mark>English

Publication series

NameAccounting and Finance Working Paper Series