A numerical PDE approach for pricing callable bonds
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Publication:4541601
DOI10.1080/13504860110046885zbMath1026.91046OpenAlexW2067843432MaRDI QIDQ4541601
Y. d'Halluin, Peter A. I. Forsyth, George Labahn, Kenneth Vetzal
Publication date: 5 September 2002
Published in: Applied Mathematical Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/13504860110046885
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