A numerical PDE approach for pricing callable bonds (Q4541601): Difference between revisions

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-Q175883
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-Kenneth Vetzal
@@ Property / author: Kenneth Vetzal / rank @@
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-Q163535
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+Peter A. I. Forsyth
@@ Property / author: Peter A. I. Forsyth / rank @@
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+Kenneth Vetzal
@@ Property / author: Kenneth Vetzal / rank @@
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+George Labahn
@@ Property / author: George Labahn / rank @@
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+MaRDI publication profile
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+https://doi.org/10.1080/13504860110046885
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+W2067843432
@@ Property / OpenAlex ID: W2067843432 / rank @@
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@@ Property / cites work @@
+PRICING CALLABLE BONDS BY MEANS OF GREEN'S FUNCTION
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@@ Property / cites work @@
+A Theory of the Term Structure of Interest Rates
@@ Property / cites work: A Theory of the Term Structure of Interest Rates / rank @@
+Normal rank
@@ Property / cites work @@
+EUROCAL '87. European Conference on Computer Algebra, Leipzig, GDR, June 2--5, 1987. Proceedings.
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@@ Property / cites work @@
+A YIELD‐FACTOR MODEL OF INTEREST RATES
@@ Property / cites work: A YIELD‐FACTOR MODEL OF INTEREST RATES / rank @@
+Normal rank
@@ Property / cites work @@
+Two singular diffusion problems
@@ Property / cites work: Two singular diffusion problems / rank @@
+Normal rank
@@ Property / cites work @@
+Bond Pricing and the Term Structure of Interest Rates: A New Methodology for Contingent Claims Valuation
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@@ Property / cites work @@
+Q4226828
@@ Property / cites work: Q4226828 / rank @@
+Normal rank
@@ Property / cites work @@
+Pricing Interest-Rate-Derivative Securities
@@ Property / cites work: Pricing Interest-Rate-Derivative Securities / rank @@
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@@ Property / cites work @@
+Q4855387
@@ Property / cites work: Q4855387 / rank @@
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@@ Property / cites work @@
+Finite element solution of diffusion problems with irregular data
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@@ Property / cites work @@
+VOLATILITY STRUCTURES OF FORWARD RATES AND THE DYNAMICS OF THE TERM STRUCTURE
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+Q5539174
@@ Property / cites work: Q5539174 / rank @@
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@@ Property / cites work @@
+An equilibrium characterization of the term structure
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