{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2025,2,21]],"date-time":"2025-02-21T12:58:29Z","timestamp":1740142709167,"version":"3.37.3"},"reference-count":16,"publisher":"Informa UK Limited","license":[{"start":{"date-parts":[[2009,6,7]],"date-time":"2009-06-07T00:00:00Z","timestamp":1244332800000},"content-version":"unspecified","delay-in-days":0,"URL":"http:\/\/creativecommons.org\/licenses\/by\/3.0\/"}],"funder":[{"DOI":"10.13039\/501100001809","name":"National Natural Science Foundation of China","doi-asserted-by":"publisher","award":["40675023","0991091"],"award-info":[{"award-number":["40675023","0991091"]}],"id":[{"id":"10.13039\/501100001809","id-type":"DOI","asserted-by":"publisher"}]},{"DOI":"10.13039\/501100004607","name":"Guangxi Natural Science Foundation","doi-asserted-by":"crossref","award":["40675023","0991091"],"award-info":[{"award-number":["40675023","0991091"]}],"id":[{"id":"10.13039\/501100004607","id-type":"DOI","asserted-by":"crossref"}]}],"content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":["Journal of Applied Mathematics and Decision Sciences"],"published-print":{"date-parts":[[2009,6,7]]},"abstract":"<jats:p>The valuation for an American continuous-installment put option on zero-coupon bond is considered by Kim's equations under a single factor model of the short-term interest rate, which follows the famous Vasicek model. In term\nof the price of this option, integral representations of both the optimal stopping and exercise boundaries are derived. A numerical method is used to approximate the optimal stopping and exercise boundaries by quadrature formulas. Numerical results and discussions are provided.<\/jats:p>","DOI":"10.1155\/2009\/215163","type":"journal-article","created":{"date-parts":[[2009,6,7]],"date-time":"2009-06-07T13:34:21Z","timestamp":1244381661000},"page":"1-11","source":"Crossref","is-referenced-by-count":1,"title":["Valuation for an American Continuous-Installment Put Option on  Bond under Vasicek Interest  Rate Model"],"prefix":"10.1080","volume":"2009","author":[{"given":"Guoan","family":"Huang","sequence":"first","affiliation":[{"name":"Department of Computer Science, Guilin College of Aerospace Technology, Guilin 541004, China"}]},{"given":"Guohe","family":"Deng","sequence":"additional","affiliation":[{"name":"School of Mathematics Science, Guangxi Normal University, Guilin 541004, China"}]},{"given":"Lihong","family":"Huang","sequence":"additional","affiliation":[{"name":"College of Mathematics and Econometrics, Hunan University, Changsha 410082, China"}]}],"member":"301","reference":[{"key":"1","doi-asserted-by":"publisher","DOI":"10.1137\/S0036142900370137"},{"key":"2","doi-asserted-by":"publisher","DOI":"10.1287\/mnsc.1040.0275"},{"issue":"1","key":"3","first-page":"72","volume":"11","year":"1992","journal-title":"Review of Futures Markets"},{"key":"4","doi-asserted-by":"publisher","DOI":"10.1111\/j.1467-9965.1993.tb00045.x"},{"key":"5","doi-asserted-by":"publisher","DOI":"10.1016\/S0378-4266(97)00034-4"},{"key":"6","doi-asserted-by":"publisher","DOI":"10.1016\/S0168-9274(03)00034-5"},{"key":"7","doi-asserted-by":"publisher","DOI":"10.1016\/j.amc.2005.08.008"},{"key":"8","doi-asserted-by":"publisher","DOI":"10.1093\/rfs\/3.4.547"},{"key":"9","doi-asserted-by":"publisher","DOI":"10.1111\/j.1467-9965.1991.tb00007.x"},{"key":"10","doi-asserted-by":"publisher","DOI":"10.1111\/j.1467-9965.1992.tb00040.x"},{"key":"11","doi-asserted-by":"publisher","DOI":"10.1023\/B:EUFI.0000022128.44728.4c"},{"key":"12","doi-asserted-by":"publisher","DOI":"10.1007\/s10614-005-6279-4"},{"key":"13","doi-asserted-by":"publisher","DOI":"10.1016\/j.ejor.2004.05.009"},{"key":"14","doi-asserted-by":"publisher","DOI":"10.1016\/0304-405X(77)90016-2"},{"key":"15","doi-asserted-by":"publisher","DOI":"10.2307\/2328284"},{"key":"16","doi-asserted-by":"publisher","DOI":"10.2307\/3215299"}],"container-title":["Journal of Applied Mathematics and Decision Sciences"],"original-title":[],"language":"en","link":[{"URL":"http:\/\/downloads.hindawi.com\/archive\/2009\/215163.pdf","content-type":"application\/pdf","content-version":"vor","intended-application":"text-mining"},{"URL":"http:\/\/downloads.hindawi.com\/archive\/2009\/215163.xml","content-type":"application\/xml","content-version":"vor","intended-application":"text-mining"},{"URL":"http:\/\/downloads.hindawi.com\/archive\/2009\/215163.pdf","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2024,8,8]],"date-time":"2024-08-08T14:23:46Z","timestamp":1723127026000},"score":1,"resource":{"primary":{"URL":"https:\/\/www.hindawi.com\/journals\/ads\/2009\/215163\/"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2009,6,7]]},"references-count":16,"alternative-id":["215163","215163"],"URL":"https:\/\/doi.org\/10.1155\/2009\/215163","relation":{},"ISSN":["1173-9126","1532-7612"],"issn-type":[{"type":"print","value":"1173-9126"},{"type":"electronic","value":"1532-7612"}],"subject":[],"published":{"date-parts":[[2009,6,7]]}}}