Pricing American interest rate option on zero-coupon bond numerically (Q2369207): Difference between revisions
From MaRDI portal
Set OpenAlex properties. |
ReferenceBot (talk | contribs) Changed an Item |
||
| Property / cites work | |||
| Property / cites work: A Theory of the Term Structure of Interest Rates / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Q4349551 / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Q2756619 / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: An integral representation and computation for the solution of American options / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Numerical pricing of American put options on zero-coupon bonds. / rank | |||
Normal rank | |||
Latest revision as of 13:17, 24 June 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing American interest rate option on zero-coupon bond numerically |
scientific article |
Statements
Pricing American interest rate option on zero-coupon bond numerically (English)
0 references
28 April 2006
0 references
American bond options
0 references
Interest rate contingent claim
0 references
Zero-coupon bonds
0 references
Finite volume method
0 references
