Pages that link to "Item:Q4226855"
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The following pages link to PRICING CALLABLE BONDS BY MEANS OF GREEN'S FUNCTION (Q4226855):
Displaying 11 items.
- Evaluating callable and putable bonds: an eigenfunction expansion approach (Q318869) (← links)
- An artificial boundary method for the Hull-White model of American interest rate derivatives (Q621011) (← links)
- Two-factor convertible bonds valuation using the method of characteristics/finite elements (Q951392) (← links)
- A dynamic programming approach for pricing options embedded in bonds (Q1027361) (← links)
- Interest rate swaps under CIR. (Q1426797) (← links)
- Nonparametric estimation of American options' exercise boundaries and call prices (Q1583161) (← links)
- Numerical techniques for pricing callable bonds with notice (Q1764750) (← links)
- Valuation of fixed and variable rate mortgages: binomial tree versus analytical approximations (Q1938899) (← links)
- VALUING CALLABLE AND PUTABLE REVENUE-PERFORMANCE-LINKED PROJECT BACKED SECURITIES (Q2786035) (← links)
- An intensity-based approach for equity modeling (Q2862438) (← links)
- A dynamic programming approach for pricing CDS and CDS options (Q3182747) (← links)
