Evaluating callable and putable bonds: an eigenfunction expansion approach (Q318869)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Evaluating callable and putable bonds: an eigenfunction expansion approach |
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Evaluating callable and putable bonds: an eigenfunction expansion approach (English)
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6 October 2016
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interest rate models
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callable bonds
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options embedded in bonds
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optimal stopping
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stochastic games
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eigenfunction expansions
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option pricing
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stochastic time changes
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