A model for designing callable bonds and its solution using tabu search
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Publication:1391445
DOI10.1016/S0165-1889(97)00034-1zbMath0901.90011MaRDI QIDQ1391445
Andrea Consiglio, Stavros A. Zenios
Publication date: 22 July 1998
Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)
simulation; tabu search; product design; parallel computations; financial innovation; callable bonds
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Evaluating callable and putable bonds: an eigenfunction expansion approach, Multiterminal net assignments by scatter search, Dynamic models for fixed-income portfolio management under uncertainty
Uses Software
Cites Work
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- Tabu Search—Part I
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- Integrated Simulation and Optimization Models for Tracking Indices of Fixed-Income Securities