"Pricing American put option on zero-coupon bond in a jump-extended CIR model."

Guohe Deng (2015)

> Home

Details and statistics

DOI: 10.1016/J.CNSNS.2014.10.003

access: closed

type: Journal Article

metadata version: 2020-07-21

- view
  - electronic edition via DOI
  - unpaywalled version
  authority control:
- export record
  dblp key:
  - journals/cnsns/Deng15
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/journals/cnsns/Deng15
Guohe Deng:
Pricing American put option on zero-coupon bond in a jump-extended CIR model. Commun. Nonlinear Sci. Numer. Simul. 22(Issues): 186-196 (2015)

manage site settings

To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.