The American put with finite‐time maturity and stochastic interest rate (Q6054438)
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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)
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28 September 2023
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American put option
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free boundary problems
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integral equations
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stochastic interest rate
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