Evaluating callable and putable bonds: an eigenfunction expansion approach (Q318869): Difference between revisions

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Latest revision as of 16:31, 12 July 2024

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Evaluating callable and putable bonds: an eigenfunction expansion approach
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    Evaluating callable and putable bonds: an eigenfunction expansion approach (English)
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    6 October 2016
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    interest rate models
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    callable bonds
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    options embedded in bonds
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    optimal stopping
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    stochastic games
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    eigenfunction expansions
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    option pricing
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    stochastic time changes
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