A numerical PDE approach for pricing callable bonds (Q4541601): Difference between revisions

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+PRICING CALLABLE BONDS BY MEANS OF GREEN'S FUNCTION
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+A Theory of the Term Structure of Interest Rates
@@ Property / cites work: A Theory of the Term Structure of Interest Rates / rank @@
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+EUROCAL '87. European Conference on Computer Algebra, Leipzig, GDR, June 2--5, 1987. Proceedings.
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+A YIELD‐FACTOR MODEL OF INTEREST RATES
@@ Property / cites work: A YIELD‐FACTOR MODEL OF INTEREST RATES / rank @@
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+Two singular diffusion problems
@@ Property / cites work: Two singular diffusion problems / rank @@
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+Bond Pricing and the Term Structure of Interest Rates: A New Methodology for Contingent Claims Valuation
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+Q4226828
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+Pricing Interest-Rate-Derivative Securities
@@ Property / cites work: Pricing Interest-Rate-Derivative Securities / rank @@
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+Q4855387
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+Finite element solution of diffusion problems with irregular data
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+VOLATILITY STRUCTURES OF FORWARD RATES AND THE DYNAMICS OF THE TERM STRUCTURE
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+Q5539174
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+An equilibrium characterization of the term structure
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