Pricing European options under stochastic interest rate

ZHOU Hai-lin;WU Xin-yu;GAO Ling-yun;LU Feng-bin

Systems Engineering - Theory & Practice ›› 2011, Vol. 31 ›› Issue (4) : 729-734.

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Systems Engineering - Theory & Practice ›› 2011, Vol. 31 ›› Issue (4) : 729-734. DOI: 10.12011/1000-6788(2011)4-729
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Pricing European options under stochastic interest rate

  • ZHOU Hai-lin1, WU Xin-yu2, GAO Ling-yun3, LU Feng-bin4
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{{article.zuoZheEn_L}}. {{article.title_en}}. Systems Engineering - Theory & Practice, 2011, 31(4): 729-734 https://doi.org/10.12011/1000-6788(2011)4-729

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