Evaluating callable and putable bonds: an eigenfunction expansion approach (Q318869)
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scientific article; zbMATH DE number 6633176
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| English | Evaluating callable and putable bonds: an eigenfunction expansion approach |
scientific article; zbMATH DE number 6633176 |
Statements
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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0.7760648131370544
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0.7461377382278442
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0.7445200085639954
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0.7350710034370422
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0.7319707870483398
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