id	author	title	date	pages	extension	mime	words	sentence	flesch	summary	cache	txt
ejpam-4385	Falcasantos, Kreanne ; Sumalpong, Felipe Jr.	British Call Option on Stocks under Stochastic Interest Rate	2022	23	.pdf	application/pdf	8378	453	85	[0, T − t] with t ∈ + | Xt = x2 ] = Eµc [ ( λx1Z µc t,T + (1− λ)x3Z µc t,T − λK − (1− λ)K )+ | Xt = x2 ] = Eµc [ ( λx1Z µc t,T − λK + (1− λ)x3Z µc t,T − (1− λ)K )+ | Xt = x2 ] = Eµc [( (λx1Z µc t,T − λK) + ((1− λ)x3Z µc t,T − (1− λ)K) )+ |Xt = x2 ] ≤ λEµc [( x1Z µc t,TK )+ |Xt = x1 ] + (1− λ)Eµc [( x3Z µc t,T −K )+ |Xt = x3 ] = λGµc(t, x1) + (1− λ)Gµc(t, x3).	cache/ejpam-4385.pdf	txt/ejpam-4385.txt