Chris Strickland

University of Technology Sydney (UTS)

Dr.

15 Broadway, Ultimo

Sydney 2007, New South Wales

Australia

SCHOLARLY PAPERS

2

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CROSSREF CITATIONS

17

Scholarly Papers (2)

1.

Valuing Energy Options in a One Factor Model Fitted to Forward Prices

Number of pages: 28 Posted: 24 May 1999
Les Clewlow and Chris Strickland
Lacima and University of Technology Sydney (UTS)
Downloads 3,073 (4,059)
Citation 46

Abstract:

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2.

Pricing Interest Rate Exotics in Multi-Factor Gaussian Interest Rate Models

Number of pages: 34 Posted: 20 Oct 1998
Les Clewlow and Chris Strickland
Lacima and University of Technology Sydney (UTS)
Downloads 953 (26,360)
Citation 6

Abstract:

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