American option valuation under stochastic interest rates

Review of Derivatives Research

Volumn 3, Issue 3, 2000, Pages 283-307

  Chung, San Lin ^a  

^a NATIONAL CENTRAL UNIVERSITY   (Taiwan)

Author keywords

American option pricing; Richardson extrapolation; Stochastic interest rates

Indexed keywords

EID: 0001153213     PISSN: 13806645     EISSN: None     Source Type: Journal    
DOI: 10.1023/A:1009694721959     Document Type: Article

References (17)

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