Analysis of exercise boundary of American interest rate option (Q940588)
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scientific article; zbMATH DE number 5318371
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Analysis of exercise boundary of American interest rate option |
scientific article; zbMATH DE number 5318371 |
Statements
Analysis of exercise boundary of American interest rate option (English)
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1 September 2008
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interest rate options
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exercise boundary
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variational inequality
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0.8106791973114014
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0.801672101020813
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0.8010525703430176
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0.7837918996810913
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