"A dimension-reduction algorithm for the valuation of surrender options in ..."

Chih-Kai Chang (2014)

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DOI: 10.1016/J.MATCOM.2013.08.006

access: closed

type: Journal Article

metadata version: 2020-03-04

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Chih-Kai Chang:
A dimension-reduction algorithm for the valuation of surrender options in EIA contracts with stochastic interest rates. Math. Comput. Simul. 97: 39-52 (2014)

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