A numerical PDE approach for pricing callable bonds (Q4541601): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 10:15, 7 February 2024
scientific article; zbMATH DE number 1771989
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A numerical PDE approach for pricing callable bonds |
scientific article; zbMATH DE number 1771989 |
Statements
A numerical PDE approach for pricing callable bonds (English)
0 references
5 September 2002
0 references
PDE method
0 references
price of callable bonds
0 references
Green's function
0 references
