On optimal design of treasury bonds (Q1284835)
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scientific article; zbMATH DE number 1279424
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | On optimal design of treasury bonds |
scientific article; zbMATH DE number 1279424 |
Statements
On optimal design of treasury bonds (English)
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20 July 1999
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bilevel optimization
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binomial lattice
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embedded put option
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optimal design
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treasury bonds
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interest rate sensitive securities
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0.8016839027404785
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0.7481355667114258
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0.736771285533905
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0.7338116765022278
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0.7311037182807922
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