Valuation for an American Continuous-Installment Put Option...

Valuation for an American Continuous-Installment Put Option on Bond under Vasicek Interest Rate Model

Huang, Guoan, Deng, Guohe, Huang, Lihong
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Volume:
2009
Year:
2009
Language:
english
Journal:
Journal of Applied Mathematics and Decision Sciences
DOI:
10.1155/2009/215163
File:
PDF, 1.89 MB
english, 2009
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