A numerical PDE approach for pricing callable bonds (Q4541601): 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 16:18, 5 March 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