The following pages link to (Q4672209):
Displaying 4 items.
- Pricing American bond options using a penalty method (Q445080) (← links)
- Applying a power penalty method to numerically pricing American bond options (Q1762398) (← links)
- Convergence analysis of power penalty method for American bond option pricing (Q2393070) (← links)
- Optimal Mortgage Prepayment Under the Cox--Ingersoll--Ross Model (Q3188154) (← links)
