The following pages link to (Q5354441):
Displaying 7 items.
- American bond option pricing in one-factor dynamic term structure models (Q375259) (← links)
- Analysis of exercise boundary of American interest rate option (Q940588) (← links)
- A dynamic programming approach for pricing options embedded in bonds (Q1027361) (← links)
- Valuation for an American continuous-installment put option on bond under Vasicek interest rate model (Q1040023) (← links)
- ANAYTICAL SOLUTIONS FOR THE PRICING OF AMERICAN BOND AND YIELD OPTIONS<sup>1</sup> (Q4372015) (← links)
- (Q4463061) (← links)
- (Q4680160) (← links)