The American put with finite‐time maturity and stochastic interest rate (Q6054438): Difference between revisions

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+Pricing Options On Risky Assets In A Stochastic Interest Rate Economy<sup>1</sup>
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+A robust tree method for pricing American options with the Cox–Ingersoll–Ross interest rate model
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+Diffusions and Elliptic Operators
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+American options and stochastic interest rates
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+On the theory of option pricing
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+ALTERNATIVE CHARACTERIZATIONS OF AMERICAN PUT OPTIONS
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+American option valuation under stochastic interest rates
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+Global \(C^1\) regularity of the value function in optimal stopping problems
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+The Valuation of American Options for a Class of Diffusion Processes
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+Q5520962
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+Bond Pricing and the Term Structure of Interest Rates: A New Methodology for Contingent Claims Valuation
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+Q4794126
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+Optimal Stopping and the American Put
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+Variational inequalities and the pricing of American options
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+Mathematical methods for financial markets.
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+On the pricing of American options
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+A simple iterative method for the valuation of American options
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+Joint Continuity of Monotonic Functions
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+SOME NEW RESULTS IN THE THEORY OF CONTROLLED DIFFUSION PROCESSES
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+A pricing model for American options with Gaussian interest rates
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+The pricing of the American option
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+ON THE AMERICAN OPTION PROBLEM
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+A Change-of-Variable Formula with Local Time on Surfaces
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+THE EARLY EXERCISE PREMIUM REPRESENTATION OF FOREIGN MARKET AMERICAN OPTIONS<sup>1</sup>
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+On optimal stopping and free boundary problems
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