A Pricing Model for American Options with Gaussian Interest Rates.
Resource URI: https://dblp.l3s.de/d2r/resource/publications/journals/anor/MenkveldV00
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A Pricing Model for American Options with Gaussian Interest Rates.
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dc:
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American options; early exercise; change of numeraire; interest rates
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A Pricing Model for American Options with Gaussian Interest Rates.
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