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The American put with finite-time maturity and stochastic interest rate (2022)

First Author: Cai C

Attributed to: A probabilistic toolkit to study regularity of free boundaries in stochastic optimal control funded by EPSRC

Abstract

No abstract provided

Bibliographic Information

Digital Object Identifier: http://dx.doi.org/10.1111/mafi.12361

Publication URI: http://dx.doi.org/10.1111/mafi.12361

Type: Journal Article/Review

Parent Publication: Mathematical Finance

Issue: 4