Journal of finance. 1997;52(2):827-840. doi: 10.1111/j.1540-6261.1997.tb04823.x Q19.52025
The Valuation of American Options with Stochastic Interest Rates: A Generalization of the Geske—Johnson Technique
DOI: 10.1111/j.1540-6261.1997.tb04823.x
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