American options and callable bonds under stochastic interest rates and endogenous bankruptcy
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Publication:660162
DOI10.1007/S11147-010-9058-XzbMath1235.91166OpenAlexW2146254904MaRDI QIDQ660162
Publication date: 26 January 2012
Published in: Review of Derivatives Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11147-010-9058-x
American optionsconvolutionsoptimal stopping timestochastic interest ratescallable defaultable bonds
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Cites Work
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