Valuation for an American continuous-installment put option on bond under Vasicek interest rate model.
Huang, Guoan ; Deng, Guohe ; Huang, Lihong
Journal of Applied Mathematics and Decision Sciences, Tome 2009 (2009), / Harvested from The Electronic Library of Mathematics
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Publié le : 2009-01-01
DOI : https://doi.org/10.1155/2009/215163
EUDML-ID : urn:eudml:doc:224523 
@article{05637289,
     title = {Valuation for an American continuous-installment put option on bond under Vasicek interest rate model.},
     journal = {Journal of Applied Mathematics and Decision Sciences},
     volume = {2009},
     year = {2009},
     doi = {10.1155/2009/215163},
     zbl = {1175.91073},
     language = {en},
     url = {http://dml.mathdoc.fr/item/05637289}
}

Huang, Guoan; Deng, Guohe; Huang, Lihong. Valuation for an American continuous-installment put option on bond under Vasicek interest rate model.. Journal of Applied Mathematics and Decision Sciences, Tome 2009 (2009) . doi : 10.1155/2009/215163. http://gdmltest.u-ga.fr/item/05637289/