An evaluation of contingent claims using the CKLS interest rate model: An analysis of Australia, Japan, and the United Kingdom

DOI10.1023/A:1010013604561zbMATH Open1153.91462OpenAlexW48831025MaRDI QIDQ1000486FDOQ1000486

Authors: K. Ben Nowman, Ghulam Sorwar 

Publication date: 6 February 2009

Published in: Asia-Pacific Financial Markets (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1010013604561

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Mathematics Subject Classification ID

Cited In (1)

• Implied bond and derivative prices based on non-linear stochastic interest rate models

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