British put option on stocks under stochastic interest rate

The British option was first introduced by G. Peskir and F. Samee (2011). In a British option, the holder can enjoy the early exercise feature of American option whereupon his payoff is the ’best prediction’ of the European payoff given all the information up to the exercise date under the hypothesi...

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Bibliographic Details
Main Authors: De Lara-Tuprio, Elvira P, Sumulpong, Felipe R
Format: text
Published: Archīum Ateneo 2017
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Online Access:https://archium.ateneo.edu/mathematics-faculty-pubs/66
https://content.iospress.com/articles/model-assisted-statistics-and-applications/mas412
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Institution: Ateneo De Manila University