%0 Journal Article %1 Chateau2002 %A Chateau, J. P. %A Dufresne, D. %D 2002 %J International Review of Financial Analysis %K American Stochastic-volatility commitment option put %N 2 %P 159--181 %T The stochastic-volatility American put option of banks' credit line commitments:: Valuation and policy implications %U http://www.sciencedirect.com/science/article/B6W4W-45X0D7C-1/1/bcd7c389eca8d1b8ea674a47f26e7c8b %V 11

@article{Chateau2002, added-at = {2008-04-29T08:06:25.000+0200}, author = {Chateau, J. P. and Dufresne, D.}, biburl = {https://www.bibsonomy.org/bibtex/266d5d2628f813712b1614cb31d53febe/smicha}, interhash = {f7bad239f6c2326feed03a213c1bf87a}, intrahash = {66d5d2628f813712b1614cb31d53febe}, journal = {International Review of Financial Analysis}, keywords = {American Stochastic-volatility commitment option put}, number = 2, pages = {159--181}, timestamp = {2008-04-29T08:08:23.000+0200}, title = {The stochastic-volatility American put option of banks' credit line commitments:: Valuation and policy implications}, url = {http://www.sciencedirect.com/science/article/B6W4W-45X0D7C-1/1/bcd7c389eca8d1b8ea674a47f26e7c8b}, volume = 11, year = 2002 }