Evaluating American put options on zero-coupon bonds by a penalty method
Work
Year: 2011
Type: article
Institution Hong Kong Polytechnic University
Cites: 14
Cited by: 9
Related to: 10
FWCI: 0.586
Citation percentile (by year/subfield): 82.7
Subfield: Finance
Domain: Social Sciences
Sustainable Development Goal Peace, justice, and strong institutions
Open Access status: bronze