A numerical PDE approach for pricing callable bonds (Q4541601)
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scientific article; zbMATH DE number 1771989
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A numerical PDE approach for pricing callable bonds |
scientific article; zbMATH DE number 1771989 |
Statements
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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