Interest rate models and option pricing: A sensitivity analysis

Mathematics and Computers in Simulation

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Bibliographic Details
Main Author:	Tse, Y.K.
Other Authors:	ECONOMICS & STATISTICS
Format:	Article
Published:	2011
Online Access:	http://scholarbank.nus.edu.sg/handle/10635/19365
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Institution:	National University of Singapore

id	sg-nus-scholar.10635-19365
record_format	dspace
spelling	sg-nus-scholar.10635-193652015-01-19T13:26:13Z Interest rate models and option pricing: A sensitivity analysis Tse, Y.K. ECONOMICS & STATISTICS Mathematics and Computers in Simulation 39 3-4 431-436 MCSID 2011-02-22T03:09:12Z 2011-02-22T03:09:12Z 1995 Article Tse, Y.K. (1995). Interest rate models and option pricing: A sensitivity analysis. Mathematics and Computers in Simulation 39 (3-4) : 431-436. ScholarBank@NUS Repository. 03784754 http://scholarbank.nus.edu.sg/handle/10635/19365 NOT_IN_WOS Scopus
institution	National University of Singapore
building	NUS Library
country	Singapore
collection	ScholarBank@NUS
description	Mathematics and Computers in Simulation
author2	ECONOMICS & STATISTICS
author_facet	ECONOMICS & STATISTICS Tse, Y.K.
format	Article
author	Tse, Y.K.
spellingShingle	Tse, Y.K. Interest rate models and option pricing: A sensitivity analysis
author_sort	Tse, Y.K.
title	Interest rate models and option pricing: A sensitivity analysis
title_short	Interest rate models and option pricing: A sensitivity analysis
title_full	Interest rate models and option pricing: A sensitivity analysis
title_fullStr	Interest rate models and option pricing: A sensitivity analysis
title_full_unstemmed	Interest rate models and option pricing: A sensitivity analysis
title_sort	interest rate models and option pricing: a sensitivity analysis
publishDate	2011
url	http://scholarbank.nus.edu.sg/handle/10635/19365
_version_	1681079611989950464

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