Valuation for an American Continuous-Installment Put Option on Bond under Vasicek Interest Rate Model
Huang, Guoan, Deng, Guohe, Huang, LihongVolume:
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