Analysis of exercise boundary of American interest rate option (Q940588): Difference between revisions

@@ Property / full work available at URL @@
+https://doi.org/10.1007/s10483-008-0312-y
+Normal rank
@@ Property / OpenAlex ID @@
+W1980669272
@@ Property / OpenAlex ID: W1980669272 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5522540
@@ Property / cites work: Q5522540 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5528864
@@ Property / cites work: Q5528864 / rank @@
+Normal rank
@@ Property / cites work @@
+An equilibrium characterization of the term structure
+Normal rank
@@ Property / cites work @@
+Q4663529
@@ Property / cites work: Q4663529 / rank @@
+Normal rank
@@ Property / cites work @@
+A parabolic variational inequality arising from the valuation of fixed rate mortgages
+Normal rank
@@ Property / cites work @@
+Q3682852
@@ Property / cites work: Q3682852 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3678248
@@ Property / cites work: Q3678248 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5187597
@@ Property / cites work: Q5187597 / rank @@
+Normal rank
@@ Property / cites work @@
+Parabolic variational inequalities in one space dimension and smoothness of the free boundary
+Normal rank