Pricing American interest rate options under the jump-extended constant-elasticity-of-variance short rate models

✍ Scribed by Natalia Beliaeva; Sanjay Nawalkha

• Book ID: 116615926
• Publisher: Elsevier Science
• Year: 2012
• Tongue: English
• Weight: 922 KB
• Volume: 36
• Category: Article
• ISSN: 0378-4266
• DOI: 10.1016/j.jbankfin.2011.06.012