American bond option pricing in one-factor dynamic term structure models (Q375259): Difference between revisions

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+Q4404205
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+The Pricing of Options and Corporate Liabilities
@@ Property / cites work: The Pricing of Options and Corporate Liabilities / rank @@
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+ALTERNATIVE CHARACTERIZATIONS OF AMERICAN PUT OPTIONS
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+ANAYTICAL SOLUTIONS FOR THE PRICING OF AMERICAN BOND AND YIELD OPTIONS<sup>1</sup>
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+A Theory of the Term Structure of Interest Rates
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+Martingales and arbitrage in multiperiod securities markets
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+Bond Pricing and the Term Structure of Interest Rates: A New Methodology for Contingent Claims Valuation
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+Pricing Interest-Rate-Derivative Securities
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+Q4905685
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+The pricing of the American option
@@ Property / cites work: The pricing of the American option / rank @@
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+An equilibrium characterization of the term structure
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@@ Property / full work available at URL @@
+https://doi.org/10.1007/bf01531144
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+W3124917058
@@ Property / OpenAlex ID: W3124917058 / rank @@
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