Valuation for an American continuous-installment put option on bond under Vasicek interest rate model.
Huang, Guoan; Deng, Guohe; Huang, Lihong
Journal of Applied Mathematics and Decision Sciences (2009)
- Volume: 2009, page Article ID 215163, 11 p.-Article ID 215163, 11 p.
- ISSN: 2090-3359
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topHuang, Guoan, Deng, Guohe, and Huang, Lihong. "Valuation for an American continuous-installment put option on bond under Vasicek interest rate model.." Journal of Applied Mathematics and Decision Sciences 2009 (2009): Article ID 215163, 11 p.-Article ID 215163, 11 p.. <http://eudml.org/doc/224523>.
@article{Huang2009,
author = {Huang, Guoan, Deng, Guohe, Huang, Lihong},
journal = {Journal of Applied Mathematics and Decision Sciences},
language = {eng},
pages = {Article ID 215163, 11 p.-Article ID 215163, 11 p.},
publisher = {Hindawi Publishing Corporation, New York},
title = {Valuation for an American continuous-installment put option on bond under Vasicek interest rate model.},
url = {http://eudml.org/doc/224523},
volume = {2009},
year = {2009},
}
TY - JOUR
AU - Huang, Guoan
AU - Deng, Guohe
AU - Huang, Lihong
TI - Valuation for an American continuous-installment put option on bond under Vasicek interest rate model.
JO - Journal of Applied Mathematics and Decision Sciences
PY - 2009
PB - Hindawi Publishing Corporation, New York
VL - 2009
SP - Article ID 215163, 11 p.
EP - Article ID 215163, 11 p.
LA - eng
UR - http://eudml.org/doc/224523
ER -
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