Valuation for an American Continuous-Installment Put Option on Bond under Vasicek Interest Rate Model

Guoan Huang, Guohe Deng, Lihong Huang. Valuation for an American Continuous-Installment Put Option on Bond under Vasicek Interest Rate Model. JAMDS, 2009, 2009. [doi]

Authors

Guoan Huang

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Guohe Deng

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Lihong Huang

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