Pages that link to "Item:Q4541601"

The following pages link to A numerical PDE approach for pricing callable bonds (Q4541601):

Displaying 9 items.

• Evaluating callable and putable bonds: an eigenfunction expansion approach (Q318869) (← links)
• A numerical strategy for telecommunications networks capacity planning under demand and price uncertainty (Q507921) (← links)
• A dynamic programming approach for pricing options embedded in bonds (Q1027361) (← links)
• Numerical techniques for pricing callable bonds with notice (Q1764750) (← links)
• A penalty method for American options with jump diffusion processes (Q1889909) (← links)
• A spectral method for bonds (Q2384583) (← links)
• Wireless network capacity management: a real options approach (Q2432936) (← links)
• VALUING CALLABLE AND PUTABLE REVENUE-PERFORMANCE-LINKED PROJECT BACKED SECURITIES (Q2786035) (← links)
• Boundary conditions for computing densities in hybrid models via PDE methods (Q3145084) (← links)