American option valuation under stochastic interest rates (Q375493)
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scientific article; zbMATH DE number 6221293
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | American option valuation under stochastic interest rates |
scientific article; zbMATH DE number 6221293 |
Statements
American option valuation under stochastic interest rates (English)
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30 October 2013
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American option pricing
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stochastic interest rates
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Richardson extrapolation
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0.845140278339386
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0.8418036103248596
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0.8220226764678955
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0.8155953288078308
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0.8141739368438721
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