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Search: subject:"explicit finite difference"
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binomial option pricing model
1
default option
1
explicit finite difference
1
explicit finite difference method
1
inflation-indexed mortgages
1
option pricing
1
trinomial
1
wage-indexed payment mortgage (WIPM)
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Erol, Isil
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Patel, Kanak
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Rubinstein, Mark
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Institute of Business and Economic Research (IBER), Walter A. Haas School of Business
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International Real Estate Review
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Research Program in Finance, Working Paper Series
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Pricing the Default Option of Inflation-Indexed Mortgages Using
Explicit
Finite
Difference
Method
Erol, Isil
;
Patel, Kanak
- In:
International Real Estate Review
10
(
2007
)
1
,
pp. 48-92
pricing method, namely the
explicit
finite
difference
method, we evaluate this unique nflation-indexed mortgage contract from …
Persistent link: https://www.econbiz.de/10005092469
Saved in:
2
On the Relation Between Binomial and Trinomial Option Pricing Models
Rubinstein, Mark
-
Institute of Business and Economic Research (IBER), …
-
2000
finite
difference
method. …This paper shows that the binomial option pricing model, suitably parameterized, is a special case of the
explicit
…
Persistent link: https://www.econbiz.de/10010537547
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