The following pages link to (Q4920584):
Displaying 8 items.
- 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)
- Pricing American interest rate option on zero-coupon bond numerically (Q2369207) (← links)
- A NEW FINITE ELEMENT METHOD FOR PRICING OF BOND OPTIONS UNDER TIME INHOMOGENEOUS AFFINE TERM STRUCTURE MODELS OF INTEREST RATES (Q3444862) (← 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)
- Analyzing short-rate models for efficient bond option pricing: a review (Q6620762) (← links)