Work

A Simple Approach to Interest-Rate Option Pricing

Year: 1991

Type: article

Source: Review of Financial Studies

DOI: 10.1093/rfs/4.1.87

Authors: Stuart M. Turnbull, Frank Milne

Institutions: Queen's University, Australian National University

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2048378339

FWCI: 14.18

Cites: 27

Cited by: 89

Related to: 10