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A new approach to check the free boundary of single factor interest rate put option
Allegretto, Walter; Barone-Adesi, Giovanni; Dinenis, Elias - In: Finance : revue de l'Association Française de Finance 20 (1999) 2, pp. 153-168
Persistent link: https://www.econbiz.de/10001544341
Cover Image
A new approach to check the free boundary of single factor interest rate put option
Allegretto, Walter; Barone-Adesi, Giovanni; Dinenis, Elias - In: Finance : revue de l'Association Française de Finance 20 (1999) 2, pp. 153-168
Persistent link: https://www.econbiz.de/10009918841