Comment on “Option pricing under the Merton model of the short rate” by Kung and Lee [Math. Comput. Simul. 80 (2009) 378–386]
- 30 September 2010
- journal article
- Published by Elsevier BV in Mathematics and Computers in Simulation
- Vol. 81 (1), 1-4
- https://doi.org/10.1016/j.matcom.2010.06.006
Abstract
No abstract availableKeywords
This publication has 3 references indexed in Scilit:
- Option pricing under the Merton model of the short rateMathematics and Computers in Simulation, 2009
- Pricing derivatives with barriers in a stochastic interest rate environmentJournal of Economic Dynamics and Control, 2007
- Theory of Rational Option PricingThe Bell Journal of Economics and Management Science, 1973