Numerical techniques for pricing callable bonds with notice

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Publication:1764750

DOI10.1016/J.AMC.2003.12.079zbMath1089.91021OpenAlexW2045784529MaRDI QIDQ1764750

Carlos Vázquez, José-Miguel Farto

Publication date: 22 February 2005

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.amc.2003.12.079




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