The American put with finite‐time maturity and stochastic interest rate (Q6054438): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set OpenAlex properties. |
||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W3152726991 / rank | |||
Normal rank |
Revision as of 09:40, 30 July 2024
scientific article; zbMATH DE number 7743090
Language | Label | Description | Also known as |
---|---|---|---|
English | The American put with finite‐time maturity and stochastic interest rate |
scientific article; zbMATH DE number 7743090 |
Statements
The American put with finite‐time maturity and stochastic interest rate (English)
0 references
28 September 2023
0 references
American put option
0 references
free boundary problems
0 references
integral equations
0 references
stochastic interest rate
0 references