Numerical techniques for pricing callable bonds with notice (Q1764750)

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scientific article; zbMATH DE number 2136898
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English
Numerical techniques for pricing callable bonds with notice
scientific article; zbMATH DE number 2136898

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    Numerical techniques for pricing callable bonds with notice (English)
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    22 February 2005
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    Noticeable callable bonds
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    Interest rate models
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    Characteristics approximation
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    Finite elements
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    Numerical methods
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