Pages that link to "Item:Q1398678"
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The following pages link to Numerical pricing of American put options on zero-coupon bonds. (Q1398678):
Displayed 7 items.
- Pricing American bond options using a penalty method (Q445080) (← links)
- Evaluating American put options on zero-coupon bonds by a penalty method (Q544230) (← links)
- Valuation for an American continuous-installment put option on bond under Vasicek interest rate model (Q1040023) (← links)
- Numerical pricing of American put options on zero-coupon bonds. (Q1398678) (← links)
- Applying a power penalty method to numerically pricing American bond options (Q1762398) (← links)
- Pricing American interest rate option on zero-coupon bond numerically (Q2369207) (← links)
- A NEW FINITE ELEMENT METHOD FOR PRICING OF BOND OPTIONS UNDER TIME INHOMOGENEOUS AFFINE TERM STRUCTURE MODELS OF INTEREST RATES (Q3444862) (← links)