A dynamic programming approach for pricing options embedded in bonds (Q1027361)
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scientific article; zbMATH DE number 5573569
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A dynamic programming approach for pricing options embedded in bonds |
scientific article; zbMATH DE number 5573569 |
Statements
A dynamic programming approach for pricing options embedded in bonds (English)
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1 July 2009
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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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0.7479556202888489
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0.7426321506500244
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0.7317529320716858
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0.7295404672622681
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