A dynamic programming approach for pricing options embedded in bonds (Q1027361): Difference between revisions
From MaRDI portal
Set OpenAlex properties. |
m rollbackEdits.php mass rollback Tag: Rollback |
||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2015743153 / rank | |||
Revision as of 05:57, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A dynamic programming approach for pricing options embedded in bonds |
scientific article |
Statements
A dynamic programming approach for pricing options embedded in bonds (English)
0 references
1 July 2009
0 references
option pricing
0 references
bond pricing
0 references
dynamic programming
0 references
options embedded in bonds
0 references
