A numerical PDE approach for pricing callable bonds
| Year of publication: |
2001
|
|---|---|
| Authors: | D'Halluin, Y. ; Forsyth, P.A. ; Vetzal, K.R. ; Labahn, G. |
| Published in: |
Applied mathematical finance. - London : Routledge, ISSN 1350-486X, ZDB-ID 12824094. - Vol. 8.2001, 1, p. 49
|