@Article{IJNAM-1-203,
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/},
url = {http://global-sci.org/intro/article_detail/ijnam/975.html}
}