American option valuation under stochastic interest rates
type: Item
instance of: scholarly article
title: American option valuation under stochastic interest rates
zbMATH Open document ID: 1274.91408
DOI: 10.1023/A:1009694721959
author: San-Lin Chung
published in: Review of Derivatives Research
publication date: 2013-10-30T00:00:00Z
Mathematics Subject Classification ID: 91G20
Mathematics Subject Classification ID: 91G30
zbMATH DE Number: 6221293
zbMATH Keywords: American option pricing
zbMATH Keywords: stochastic interest rates
zbMATH Keywords: Richardson extrapolation
MaRDI profile type: Publication
full work available at URL: a:1009694721959
OpenAlex ID: W1598178972
description: scientific article; zbMATH DE number 6221293