A variational approach for pricing options and corporate bounds (Q1367716)
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scientific article; zbMATH DE number 1069664
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A variational approach for pricing options and corporate bounds |
scientific article; zbMATH DE number 1069664 |
Statements
A variational approach for pricing options and corporate bounds (English)
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1 October 1997
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sensitivity analysis
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options on coupon bonds
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corporate bonds
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0.8961363
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0.8938917
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0.8885863
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0.8866661
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0.8858879
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0.8817786
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0.8770454
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0.8765494
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0.8741033
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