Pricing American interest rate option on zero-coupon bond numerically (Q2369207)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 5020581
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Pricing American interest rate option on zero-coupon bond numerically |
scientific article; zbMATH DE number 5020581 |
Statements
Pricing American interest rate option on zero-coupon bond numerically (English)
0 references
28 April 2006
0 references
American bond options
0 references
Interest rate contingent claim
0 references
Zero-coupon bonds
0 references
Finite volume method
0 references
0 references
0.9059107899665833
0 references
0.8774018883705139
0 references
0.8553446531295776
0 references
