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Pricing American Interest Rate Options under the Jump-Extended Vasicek Model
Beliaeva, Natalia A, Nawalkha, Sanjay K, Soto, Gloria MVolume:
16
Language:
english
Journal:
The Journal of Derivatives
DOI:
10.3905/jod.2008.710896
Date:
January, 2008
File:
PDF, 507 KB
english, 2008