Numerical techniques for pricing callable bonds with notice (Q1764750): Difference between revisions

@@ Property / DOI @@
-.1016/j.amc.2003.12.079
@@ Property / DOI: 10.1016/j.amc.2003.12.079 / rank @@
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@@ Property / author @@
-Q1764749
@@ Property / author: Q1764749 / rank @@
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@@ Property / author @@
+José-Miguel Farto
@@ Property / author: José-Miguel Farto / rank @@
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@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.amc.2003.12.079
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+W2045784529
@@ Property / OpenAlex ID: W2045784529 / rank @@
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@@ Property / cites work @@
+A numerical PDE approach for pricing callable bonds
+Normal rank
@@ Property / cites work @@
+An upwind approach for an American and European option pricing model
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@@ Property / cites work @@
+PRICING CALLABLE BONDS BY MEANS OF GREEN'S FUNCTION
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+NUMERICAL SOLUTION OF TWO-FACTOR MODELS FOR VALUATION OF FINANCIAL DERIVATIVES
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+An equilibrium characterization of the term structure
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+A Theory of the Term Structure of Interest Rates
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+Interest rate models -- theory and practice
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+Far Field Boundary Conditions for Black--Scholes Equations
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+Some mathematical results in the pricing of American options
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+The Mathematics of Financial Derivatives
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+Q4748596
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+Finite element solution of diffusion problems with irregular data
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@@ Property / DOI @@
+.1016/J.AMC.2003.12.079
@@ Property / DOI: 10.1016/J.AMC.2003.12.079 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:1764750