American options and stochastic interest rates
type: Item
instance of: scholarly article
title: American options and stochastic interest rates
author: Anna Battauz
author: Francesco Rotondi
published in: Computational Management Science
publication date: 2022-12-20T00:00:00Z
Mathematics Subject Classification ID: 90Bxx
zbMATH DE Number: 7634980
zbMATH Keywords: finance
zbMATH Keywords: stochastic processes
zbMATH Keywords: American options
zbMATH Keywords: stochastic interest rates
MaRDI profile type: Publication
full work available at URL: s10287-022-00427-x
OpenAlex ID: W4280556777
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DOI: 10.1007/S10287-022-00427-X
description: scientific article; zbMATH DE number 7634980