American bond option pricing in one-factor dynamic term structure models (Q375259): Difference between revisions
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| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 91G20 / rank | |||
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| Property / zbMATH DE Number: 6220650 / rank | |||
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American bond options | |||
| Property / zbMATH Keywords: American bond options / rank | |||
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term structure of interest rates | |||
| Property / zbMATH Keywords: term structure of interest rates / rank | |||
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numerical work | |||
| Property / zbMATH Keywords: numerical work / rank | |||
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Revision as of 10:23, 29 June 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | American bond option pricing in one-factor dynamic term structure models |
scientific article |
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American bond option pricing in one-factor dynamic term structure models (English)
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29 October 2013
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American bond options
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term structure of interest rates
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numerical work
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