A pricing model for American options with Gaussian interest rates

Research output: Contribution to journal › Article › Academic › peer-review

9 Citations (Scopus)

Original language	Undefined/Unknown
Pages (from-to)	211-226
Number of pages	16
Journal	Annals of Operations Research
Volume	100
Publication status	Published - 2000

Research programs

@article{670b9956a6cf432fb0b01848cf3f6e80,

title = "A pricing model for American options with Gaussian interest rates",

author = "AJ Menkveld and Vorst, \{ACF (Ton)\}",

year = "2000",

language = "Undefined/Unknown",

volume = "100",

pages = "211--226",

journal = "Annals of Operations Research",

issn = "0254-5330",

publisher = "Springer Netherlands",

}