PRICING CALLABLE BONDS BY MEANS OF GREEN'S FUNCTION (Q4226855)
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scientific article; zbMATH DE number 1253657
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| default for all languages | No label defined |
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| English | PRICING CALLABLE BONDS BY MEANS OF GREEN'S FUNCTION |
scientific article; zbMATH DE number 1253657 |
Statements
PRICING CALLABLE BONDS BY MEANS OF GREEN'S FUNCTION (English)
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26 May 1999
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closed-form solution
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callable bond
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series solution of the partial differential equation
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Green's function
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0.86262906
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0.8528043
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0.8502718
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0.83091676
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0.8282368
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0.8231737
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0.8229875
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