Pages that link to "Item:Q375259"
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The following pages link to American bond option pricing in one-factor dynamic term structure models (Q375259):
Displaying 4 items.
- American options and callable bonds under stochastic interest rates and endogenous bankruptcy (Q660162) (← links)
- Pricing American put option on zero-coupon bond in a jump-extended CIR model (Q907607) (← links)
- EXPLICIT BOND OPTION FORMULA IN HEATH–JARROW–MORTON ONE FACTOR MODEL (Q5696841) (← links)
- Primal-dual active set method for evaluating American put options on zero-coupon bonds (Q6552647) (← links)
