A numerical PDE approach for pricing callable bonds
Y. D'Halluin ...
| Year of publication: |
2001
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|---|---|
| Other Persons: | D'Halluin, Y. (contributor) |
| Published in: |
Applied mathematical finance. - Abingdon : Routledge, Taylor & Francis Group, ISSN 1350-486X, ZDB-ID 1282409-4. - Vol. 8.2001, 1, p. 49-77
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| Subject: | Optionsgeschäft | Option trading | Optionsanleihe | Warrant bond | Optionspreistheorie | Option pricing theory | Theorie | Theory | Numerisches Verfahren | Numerical analysis |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: Applied mathematical finance |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001625721