Work

Fast approximations of bond option prices under CKLS models

Year: 2011

Type: article

Source: Finance research letters

DOI: 10.1016/j.frl.2011.03.002

Authors: D.Y. Tangman, N. Thakoor, K. Dookhitram, M. Bhuruth

Institution: University of Mauritius

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2025200073

FWCI: 0.513

Cites: 17

Cited by: 9

Related to: 10