"Numerical methods for pricing callable bonds."

Yann d'Halluin et al. (2000)

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DOI: 10.1109/CIFER.2000.844604

access: closed

type: Conference or Workshop Paper

metadata version: 2017-05-19

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Yann d'Halluin, Peter A. Forsyth, Kenneth R. Vetzal, George Labahn:
Numerical methods for pricing callable bonds. CIFEr 2000: 78-81

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