A Pricing Model for American Options with Gaussian Interest Rates
| Year of publication: |
2000
|
|---|---|
| Authors: | Menkveld, Albert J. ; Vorst, Ton |
| Published in: |
Annals of operations research. - New York, NY [u.a.] : Springer Science + Business Media, ISSN 0254-5330, ZDB-ID 2526293. - Vol. 100.2000, p. 211-226
|