A dynamic programming approach for pricing options embedded in bonds (Q1027361): Difference between revisions

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Latest revision as of 18:26, 1 July 2024

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A dynamic programming approach for pricing options embedded in bonds
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    A dynamic programming approach for pricing options embedded in bonds (English)
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    1 July 2009
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    option pricing
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    bond pricing
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    dynamic programming
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    options embedded in bonds
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