A dynamic programming approach for pricing options embedded in bonds
| Year of publication: |
2007
|
|---|---|
| Authors: | Ben-Ameur, Hatem ; Breton, Michele ; Karoui, Lotfi ; L'Ecuyer, Pierre |
| Published in: |
Journal of Economic Dynamics and Control. - Elsevier, ISSN 0165-1889. - Vol. 31.2007, 7, p. 2212-2233
|
| Publisher: |
Elsevier |