A numerical PDE approach for pricing callable bonds (Q4541601)

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scientific article; zbMATH DE number 1771989
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A numerical PDE approach for pricing callable bonds
scientific article; zbMATH DE number 1771989

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    A numerical PDE approach for pricing callable bonds (English)
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    5 September 2002
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    PDE method
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    price of callable bonds
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    Green's function
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