Pages that link to "Item:Q4541601"
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The following pages link to A numerical PDE approach for pricing callable bonds (Q4541601):
Displaying 16 items.
- Evaluating callable and putable bonds: an eigenfunction expansion approach (Q318869) (← links)
- A numerical strategy for telecommunications networks capacity planning under demand and price uncertainty (Q507921) (← links)
- A dynamic programming approach for pricing options embedded in bonds (Q1027361) (← links)
- A model for designing callable bonds and its solution using tabu search (Q1391445) (← links)
- Numerical techniques for pricing callable bonds with notice (Q1764750) (← links)
- A penalty method for American options with jump diffusion processes (Q1889909) (← links)
- PDE models for the pricing of a defaultable coupon-bearing bond under an extended JDCEV model (Q2045957) (← links)
- A spectral method for bonds (Q2384583) (← links)
- Wireless network capacity management: a real options approach (Q2432936) (← links)
- Valuing callable and putable revenue-performance-linked project backed securities (Q2786035) (← links)
- Boundary conditions for computing densities in hybrid models via PDE methods (Q3145084) (← links)
- THE EVALUATION OF AMERICAN OPTION PRICES UNDER STOCHASTIC VOLATILITY AND JUMP-DIFFUSION DYNAMICS USING THE METHOD OF LINES (Q3637887) (← links)
- Boundary Values and Finite Difference Methods for the Single Factor Term Structure Equation (Q3652693) (← links)
- PRICING CALLABLE BONDS BY MEANS OF GREEN'S FUNCTION (Q4226855) (← links)
- A Reduced-Form Model for Valuing Bonds with Make-Whole Call Provisions (Q4682491) (← links)
- Analysis of free boundaries for convertible bonds, with a call feature (Q5419430) (← links)
