On the American swaption in the linear-rational framework (Q4619526)
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scientific article; zbMATH DE number 7013648
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the American swaption in the linear-rational framework |
scientific article; zbMATH DE number 7013648 |
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On the American swaption in the linear-rational framework (English)
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6 February 2019
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American swaption
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swaption
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linear-rational term structure model
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optimal stopping
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free-boundary problem
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local time
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integral equation
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