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The American put with finite-time maturity and stochastic interest rate

Cheng Cai, Tiziano De Angelis, Jan Palczewski
Year of publication:
2022
Authors: Cai, Cheng ; De Angelis, Tiziano ; Palczewski, Jan
Subject: American put option | free boundary problems | integral equations | stochastic interest rate | Zins | Interest rate | Optionspreistheorie | Option pricing theory | Optionsgeschäft | Option trading | Stochastischer Prozess | Stochastic process
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