The American put with finite‐time maturity and stochastic interest rate (Q6054438)

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scientific article; zbMATH DE number 7743090
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The American put with finite‐time maturity and stochastic interest rate
scientific article; zbMATH DE number 7743090

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    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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