Pricing American interest rate option on zero-coupon bond numerically (Q2369207): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing American interest rate option on zero-coupon bond numerically |
scientific article |
Statements
Pricing American interest rate option on zero-coupon bond numerically (English)
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28 April 2006
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American bond options
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Interest rate contingent claim
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Zero-coupon bonds
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Finite volume method
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