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"American options and stochastic interest rates."

Anna Battauz, Francesco Rotondi (2022)

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DOI: 10.1007/S10287-022-00427-X

access: closed

type: Journal Article

metadata version: 2022-12-05

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Anna Battauz, Francesco Rotondi:
American options and stochastic interest rates. Comput. Manag. Sci. 19(4): 567-604 (2022)

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