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 / 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
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+An upwind approach for an American and European option pricing model
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+PRICING CALLABLE BONDS BY MEANS OF GREEN'S FUNCTION
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@@ Property / DOI @@
+.1016/J.AMC.2003.12.079
@@ Property / DOI: 10.1016/J.AMC.2003.12.079 / rank @@
+Normal rank