ProfessorJackJacquier

Faculty of Natural Sciences, Department of Mathematics

Professor of Mathematics

Contact

+44 (0)20 7594 8569a.jacquier Website

Location

804Weeks BuildingSouth Kensington Campus

Summary

Publications

Citation

BibTex format

@unpublished{Horvath:2018,
author = {Horvath, B and Jacquier, AJ and Turfus, C},
title = {Analytic Option Prices for the Black-Karasinski Short Rate Model},
year = {2018}
}

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RIS format (EndNote, RefMan)

TY  - UNPB
AU  - Horvath,B
AU  - Jacquier,AJ
AU  - Turfus,C
PY  - 2018///
TI  - Analytic Option Prices for the Black-Karasinski Short Rate Model
ER  -

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