Pages that link to "Item:Q2369207"
From MaRDI portal
The following pages link to Pricing American interest rate option on zero-coupon bond numerically (Q2369207):
Displaying 10 items.
- Evaluating American put options on zero-coupon bonds by a penalty method (Q544230) (← links)
- Pricing American put option on zero-coupon bond in a jump-extended CIR model (Q907607) (← links)
- Valuation for an American continuous-installment put option on bond under Vasicek interest rate model (Q1040023) (← links)
- Numerical pricing of American put options on zero-coupon bonds. (Q1398678) (← links)
- Analytical pricing of American put options on a zero coupon bond in the Heath-Jarrow-Morton model (Q2512852) (← links)
- ANAYTICAL SOLUTIONS FOR THE PRICING OF AMERICAN BOND AND YIELD OPTIONS<sup>1</sup> (Q4372015) (← links)
- A Robust Spectral Method for Pricing of American Put Options on Zero-Coupon Bonds (Q4985195) (← links)
- A front‐fixing method for American option pricing on zero‐coupon bond under the Hull and White model (Q6180325) (← links)
- On the convergence of a Crank-Nicolson fitted finite volume method for pricing American bond options (Q6534640) (← links)
- Primal-dual active set method for evaluating American put options on zero-coupon bonds (Q6552647) (← links)