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]
@article{HuangDH09,
title = {Valuation for an American Continuous-Installment Put Option on Bond under Vasicek Interest Rate Model},
author = {Guoan Huang and Guohe Deng and Lihong Huang},
year = {2009},
doi = {10.1155/2009/215163},
url = {http://dx.doi.org/10.1155/2009/215163},
researchr = {https://researchr.org/publication/HuangDH09},
cites = {0},
citedby = {0},
journal = {JAMDS},
volume = {2009},
}