A dynamic programming approach for pricing options embedded in bonds (Q1027361): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 02:56, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A dynamic programming approach for pricing options embedded in bonds |
scientific article |
Statements
A dynamic programming approach for pricing options embedded in bonds (English)
0 references
1 July 2009
0 references
option pricing
0 references
bond pricing
0 references
dynamic programming
0 references
options embedded in bonds
0 references
