The American put with finite-time maturity and stochastic interest rate
Year of publication: |
2022
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Authors: | Cai, Cheng ; De Angelis, Tiziano ; Palczewski, Jan |
Published in: |
Mathematical finance : an international journal of mathematics, statistics and financial economics. - Oxford [u.a.] : Wiley-Blackwell, ISSN 1467-9965, ZDB-ID 1481288-5. - Vol. 32.2022, 4, p. 1170-1213
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Subject: | American put option | free boundary problems | integral equations | stochastic interest rate | Zins | Interest rate | Optionspreistheorie | Option pricing theory | Optionsgeschäft | Option trading | Stochastischer Prozess | Stochastic process |
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