"Pricing American put option on zero-coupon bond under fractional CIR model ..."

Ali Reza Najafi, Farshid Mehrdoust, Shima Shirinpour (2018)

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DOI: 10.1080/03610918.2017.1295153

access: closed

type: Journal Article

metadata version: 2021-10-14

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Ali Reza Najafi, Farshid Mehrdoust, Shima Shirinpour:
Pricing American put option on zero-coupon bond under fractional CIR model with transaction cost. Commun. Stat. Simul. Comput. 47(3): 864-870 (2018)

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