Pricing American interest rate option on zero-coupon bond numerically (Q2369207)

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Pricing American interest rate option on zero-coupon bond numerically
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    title
    Pricing American interest rate option on zero-coupon bond numerically (English)
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    author
    Shujin Li
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    Sheng-Hong Li
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    publication date
    28 April 2006
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    zbMATH DE Number
    5020581
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    zbMATH Keywords
    American bond options
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    Interest rate contingent claim
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    Zero-coupon bonds
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    Finite volume method
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    OpenAlex ID
    W2044728023
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