Acott, D. M., & Ouwehand, P. (2014). Equity options and stochastic interest rates: Error in Black-Scholes prices and hedges for European- and American-style equity options when short rates are Ornstein-Uhlenbeck. Department of Mathematics and Applied Mathematics.
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Chicago Style (17th ed.) Citation
Acott, David M., and Peter Ouwehand. Equity Options and Stochastic Interest Rates: Error in Black-Scholes Prices and Hedges for European- and American-style Equity Options When Short Rates Are Ornstein-Uhlenbeck. Department of Mathematics and Applied Mathematics, 2014.
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MLA (9th ed.) Citation
Acott, David M., and Peter Ouwehand. Equity Options and Stochastic Interest Rates: Error in Black-Scholes Prices and Hedges for European- and American-style Equity Options When Short Rates Are Ornstein-Uhlenbeck. Department of Mathematics and Applied Mathematics, 2014.
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Warning: These citations may not always be 100% accurate.