A numerical PDE approach for pricing callable bonds

Applied Mathematical Finance 2001 / 03 Vol. 8; Iss. 1

A numerical PDE approach for pricing callable bonds

D'Halluin, Y., Forsyth, P.A., Vetzal, K.R., Labahn, G.
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Volume:
8
Language:
english
Journal:
Applied Mathematical Finance
DOI:
10.1080/13504860110046885
Date:
March, 2001
File:
PDF, 661 KB
english, 2001
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