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~isPartOf:"Applied mathematical finance"
~person:"D'Halluin, Y."
~subject:"Theory"
~subject:"barrier options"
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A numerical PDE approach for pricing callable bonds
D'Halluin, Y.
(
contributor
)
- In:
Applied mathematical finance
8
(
2001
)
1
,
pp. 49-77
Persistent link: https://www.econbiz.de/10001625721
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