Bond and Option Prices under Skew Vasicek Model with Transaction Cost
نویسندگان
چکیده
منابع مشابه
Valuation for an American Continuous-Installment Put Option on Bond under Vasicek Interest Rate Model
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ژورنال
عنوان ژورنال: Mathematical Problems in Engineering
سال: 2021
ISSN: 1563-5147,1024-123X
DOI: 10.1155/2021/9920240