@article{af7dbb3ecf2e4f3998c7fd5258fb1dc9,
title = "British put option on stocks under stochastic interest rate",
keywords = "British put option, american put option, european put option, arbitrage-free price, vasicek model, rational exercise boundary, geometric Brownian motion, optimal stopping time, free boundary problem",
author = "\{De Lara-Tuprio\}, \{Elvira P\} and Sumulpong, \{Felipe R\}",
note = "Lara-Tuprio, Elvira P. De and Sumalpong,, Felipe R. {\textquoteleft}British Put Option on Stocks Under Stochastic Interest Rate{\textquoteright}. 1 Jan. 2017 : 321 – 334.",
year = "2017",
month = dec,
day = "7",
language = "American English",
journal = "Mathematics Faculty Publications",
}