American barrier swaption pricing problem of exponential Ornstein–Uhlenbeck model in uncertain financial market
Year: 2024
Type: article
DOI: 10.1002/mma.10450
Authors: Dongao Li, Jiarui Jiang, Lifen Jia
Institution: Capital University of Economics and Business
Language: English
Subfield: Finance
Domain: Social Sciences
Open Access status: closed
OpenAlex ID: W4402806176