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The American put with finite-time maturity and stochastic interest rate (2021)

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/10.48550/arxiv.2104.08502

Publication URI: https://arxiv.org/abs/2104.08502

Type: Other