Title of article :
A Monte Carlo approach for the American put under stochastic interest rates
Author/Authors :
Snorre Lindset، نويسنده , , Arne-Christian Lund، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2007
Keywords :
American options , Stochastic interest rates , Monte Carlo simulation , GJ-approach
Journal title :
Journal of Economic Dynamics and Control
Journal title :
Journal of Economic Dynamics and Control
