Valuation for an American continuous-installment put option on bond under Vasicek interest rate model. Huang, Guoan, Deng, Guohe, Huang, Lihong (2009) Journal of Applied Mathematics and Decision Sciences
Valuation of game options in jump-diffusion model and with applications to convertible bonds. Wang, Lei, Jin, Zhiming (2009) Journal of Applied Mathematics and Decision Sciences
Valuing time-dependent CEV barrier options. Lo, C.F., Tang, H.M., Ku, K.C., Hui, C.H. (2009) Journal of Applied Mathematics and Decision Sciences