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

• Articles • Previous Articles    

Analysis of exercise boundary of American interest rate option

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

  1. 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

2010 MSC Number: 

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