![](/img/cover-not-exists.png)
Analytical pricing of American Put options on a Zero Coupon Bond in the Heath–Jarrow–Morton model
Chiarolla, Maria B., De Angelis, TizianoVolume:
125
Language:
english
Journal:
Stochastic Processes and their Applications
DOI:
10.1016/j.spa.2014.09.021
Date:
February, 2015
File:
PDF, 557 KB
english, 2015