Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Call option on the maximum of the interest rate in the one factor affine
  model   We determine an explicit formula for the Laplace transform of the price of an
option on a maximal interest rate when the instantaneous rate satisfies
Cox-Ingersoll-Ross's model. This generalizes considerably one result of
Leblanc-Scaillet.

33
The categories of this paper are: plasm-ph
25
The categories of this paper are: patt-sol
20
The categories of this paper are: acc-phys
15
The categories of this paper are: nucl-ex
36
The categories of this paper are: cmp-lg
21
The categories of this paper are: adap-org
13
The categories of this paper are: quant-ph
19
The categories of this paper are: eess
37
The categories of this paper are: supr-con
18
The categories of this paper are: econ
10
The categories of this paper are: q-bio
6
The categories of this paper are: astro-ph
22
The categories of this paper are: chao-dyn
30
The categories of this paper are: q-alg
12
The categories of this paper are: nucl-th
14
The categories of this paper are: math-ph