"Valuation for an American Continuous-Installment Put Option on Bond under ..."

Guoan Huang, Guohe Deng, Lihong Huang (2009)

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DOI: 10.1155/2009/215163

access: open

type: Journal Article

metadata version: 2020-05-21

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Guoan Huang, Guohe Deng, Lihong Huang:
Valuation for an American Continuous-Installment Put Option on Bond under Vasicek Interest Rate Model. Adv. Decis. Sci. 2009: 215163:1-215163:11 (2009)

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