@Article{IJNAM-1-2,
author = {Yang, Hongtao},
title = {American Put Options on Zero-Coupon Bonds and a Parabolic Free Boundary Problem},
journal = {International Journal of Numerical Analysis and Modeling},
year = {2004},
volume = {1},
number = {2},
pages = {203--215},
abstract = {<p style="text-align: justify;">In this paper we study American put options on zero-coupon bonds
under the CIR model of short interest rates. The uniqueness of the optimal
exercise boundary and the solution existence and uniqueness of a degenerate
parabolic free boundary problem are established. Numerical examples are also
presented to confirm theoretical results.</p>},
issn = {2617-8710},
doi = {https://doi.org/2004-IJNAM-975},
url = {https://global-sci.com/article/83902/american-put-options-on-zero-coupon-bonds-and-a-parabolic-free-boundary-problem}
}