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scientific article; zbMATH DE number 2150918
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scientific article; zbMATH DE number 2150918

    Statements

    author
    Ghada Alobaidi
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    Roland Mallier
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    publication date
    4 April 2005
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    zbMATH Keywords
    Interest rate options
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    asymptotics
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    free boundary
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    Identifiers

    Mathematics Subject Classification ID
    91B28
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    35C20
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    35K57
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    35R35
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    zbMATH DE Number
    2150918
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