Analysis of exercise boundary of American interest rate option

doi:10.1007/s10483-008-0312-y

Applied Mathematics and Mechanics (English Edition) ›› 2008, Vol. 29 ›› Issue (3): 409-420 .doi: https://doi.org/10.1007/s10483-008-0312-y

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Analysis of exercise boundary of American interest rate option

易法槐, 彭新玲, 陈映珊

收稿日期:1900-01-01 修回日期:1900-01-01 出版日期:2008-03-10 发布日期:2008-03-10
通讯作者: 易法槐

Analysis of exercise boundary of American interest rate option

YI Fa-huai, PENG Xin-ling, CHEN Ying-shan

School of Mathematical Sciences, South China Normal University, Guangzhou 510631, P. R. China

Received:1900-01-01 Revised:1900-01-01 Online:2008-03-10 Published:2008-03-10
Contact: YI Fa-huai

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易法槐, 彭新玲, 陈映珊. Analysis of exercise boundary of American interest rate option[J]. Applied Mathematics and Mechanics (English Edition), 2008, 29(3): 409-420 .

YI Fa-huai, PENG Xin-ling, CHEN Ying-shan. Analysis of exercise boundary of American interest rate option[J]. Applied Mathematics and Mechanics (English Edition), 2008, 29(3): 409-420 .

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Analysis of exercise boundary of American interest rate option

Analysis of exercise boundary of American interest rate option

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