American options in Lévy models with stochastic interest rates
Year of publication: |
2009
|
---|---|
Authors: | Bojarčenko, Svetlana I. ; Levendorskij, Sergej Z. |
Published in: |
The journal of computational finance. - London : Infopro Digital Risk, ISSN 1460-1559, ZDB-ID 1433009-X. - Vol. 12.2009, 4, p. 51-89
|
Subject: | Stochastischer Prozess | Stochastic process | Optionspreistheorie | Option pricing theory | Zins | Interest rate | Optionsgeschäft | Option trading |
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