Chih-Kai Chang. A dimension-reduction algorithm for the valuation of surrender options in EIA contracts with stochastic interest rates. Mathematics and Computers in Simulation, 97:39-52, 2014. [doi]
@article{Chang14,
title = {A dimension-reduction algorithm for the valuation of surrender options in EIA contracts with stochastic interest rates},
author = {Chih-Kai Chang},
year = {2014},
doi = {10.1016/j.matcom.2013.08.006},
url = {http://dx.doi.org/10.1016/j.matcom.2013.08.006},
researchr = {https://researchr.org/publication/Chang14},
cites = {0},
citedby = {0},
journal = {Mathematics and Computers in Simulation},
volume = {97},
pages = {39-52},
}