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The American put with finite-time maturity and stochastic interest rate

Year
2022
Secondary
https://storage.googleapis.com/public-quant/integrate/papers/The%20American%20put%20with%20finite-time%20maturity%20and%20stochastic%20interest%20rate.pdf
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https://mega.co.nz/#!Oa5iCCIB!Qbrq0zgX-eIgtW-bTrHUM1j9_SLJZP_d0NfSBJaRraI
Abstract
Mathematical Finance, Volume 32, Issue 4, Page 1170-1213, October 2022.
Author
Cheng Cai and Tiziano De Angelis and Jan Palczewski
View
https://sci-hub.st/10.1111/mafi.12361
Journal
https://arxiv.org/abs/2104.08502
Published
2022/09/14
Retrieved
2022/09/15 13:05
DOI
10.1111/mafi.12361
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