American barrier swaption pricing problem of exponential Ornstein–Uhlenbeck model in uncertain financial market
Dongao Li; Jiarui Jiang; Lifen Jia
- Published
- Publisher
- Wiley
- Journal / collection
- Mathematical Methods in the Applied Sciences
- Research area
- Capital & markets
- Source type
- Journal article
- DOI
- 10.1002/mma.10450
The original publisher provides the full text and its access options.
Cite this source
Dongao Li; Jiarui Jiang; Lifen Jia. American barrier swaption pricing problem of exponential Ornstein–Uhlenbeck model in uncertain financial market. Mathematical Methods in the Applied Sciences. 2024-09-16. https://doi.org/10.1002/mma.10450