The Research of Pricing Interest Rate Options with Changeable Exercise Based on BGM Model

ZHOU Rong-xi

Journal of Beijing University of Chemical Technology ›› 2006, Vol. 33 ›› Issue (4) : 101-104.

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Journal of Beijing University of Chemical Technology ›› 2006, Vol. 33 ›› Issue (4) : 101-104.

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The Research of Pricing Interest Rate Options with Changeable Exercise Based on BGM Model

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Received	Revised	Published
1900-01-01	1900-01-01	2006-08-10
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2006-08-10

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