Implied option prices from the continuous time CKLS interest rate model: an application to the UK

ISSN： 1466-4305

Source： Applied Financial Economics, Vol.13, Iss.3, 2003-01, pp. : 191-197

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract

Related content

Implied derivative security prices based two-factor interest model: a UK application

By Sorwar Ghulam

Applied Financial Economics, Vol. 15, Iss. 10, 2005-06 ,pp. : 739-744

Routledge Ltd

Access to resources Recommend Favorite

Bond pricing and two unconditionally implied parameters inferred from option prices

By Dokuchaev Nikolai

Applied Financial Economics Letters, Vol. 3, Iss. 2, 2007-03 ,pp. : 109-113

Routledge Ltd

Access to resources Recommend Favorite

Continuous-time short term interest rate models

By Nowman K. Ben

Applied Financial Economics, Vol. 8, Iss. 4, 1998-08 ,pp. : 401-407

Routledge Ltd

Access to resources Recommend Favorite

Interest rate fluctuations and the UK financial services industry

By Artikis Panayiotis G. Kalotychou Elena Staikouras Sotiris K.

Applied Financial Economics Letters, Vol. 3, Iss. 5, 2007-09 ,pp. : 343-347

Routledge Ltd

Access to resources Recommend Favorite

Option pricing under stochastic volatility and stochastic interest rate in the Spanish case

By Saez Marc

Applied Financial Economics, Vol. 7, Iss. 4, 1997-08 ,pp. : 379-394

Routledge Ltd

Access to resources Recommend Favorite