Evaluating callable and putable bonds: An eigenfunction expansion approach
| Year of publication: |
2012
|
|---|---|
| Authors: | Lim, Dongjae ; Li, Lingfei ; Linetsky, Vadim |
| Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 7174093. - Vol. 36.2012, 12, p. 1888-1909
|