American bond option pricing in one-factor dynamic term structure models (Q375259)
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scientific article; zbMATH DE number 6220650
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| English | American bond option pricing in one-factor dynamic term structure models |
scientific article; zbMATH DE number 6220650 |
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American bond option pricing in one-factor dynamic term structure models (English)
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29 October 2013
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American bond options
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term structure of interest rates
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numerical work
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0.8134337067604065
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0.7837938666343689
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0.7720640301704407
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