Valuation for an American Continuous-Installment Put Option on Bond under Vasicek Interest Rate Model.
| Autor: | Guoan Huang1, Guohe Deng2, Lihong Huang3 |
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| Zdroj: | Journal of Applied Mathematics & Decision Sciences. Jan2009, Vol. 2009, Special section p1-11. 11p. 2 Charts, 1 Graph. |
| Databáze: | Business Source Ultimate |
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