Pricing American interest rate option on zero-coupon bond numerically (Q2369207): Difference between revisions
From MaRDI portal
Changed an Item |
Set profile property. |
||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank |
Revision as of 07:53, 5 March 2024
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)
0 references
28 April 2006
0 references
American bond options
0 references
Interest rate contingent claim
0 references
Zero-coupon bonds
0 references
Finite volume method
0 references