Pricing American interest rate option on zero-coupon bond numerically (Q2369207): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1016/j.amc.2005.08.008 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2044728023 / rank | |||
Normal rank | |||
Revision as of 23:29, 19 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
