A dynamic programming approach for pricing options embedded in bonds (Q1027361)

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A dynamic programming approach for pricing options embedded in bonds
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    title
    A dynamic programming approach for pricing options embedded in bonds (English)
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    author
    Hatem Ben-Ameur
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    Michèle Breton
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    Lotfi Karoui
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    Pierre L'Ecuyer
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    publication date
    1 July 2009
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    zbMATH DE Number
    5573569
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    zbMATH Keywords
    option pricing
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    bond pricing
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    dynamic programming
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    options embedded in bonds
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