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The Valuation of American Options with Stochastic Interest Rates
Anthony Saunders
Bin Gao
Claudia Zogg-Wetter
Edward I. Altman
Emanuel Barnea
Ingo Walter
Jacob Boudoukh
Lawrence J. White
Marc S. Freed
Paul M. Horvitz
Peter Obertmann
Roy C. Smith
Teng Suan Ho
Berry Kene Wilson
Christel Rendu
Heinz Zimmermann
其他書名
A Generalization of the Geske-Johnson Technique
出版
New York University Salomon Center
, 1991
URL
http://books.google.com.hk/books?id=qbApzwEACAAJ&hl=&source=gbs_api