Bermudan option in Singapore savings bonds (Q2036855)
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scientific article; zbMATH DE number 7365078
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bermudan option in Singapore savings bonds |
scientific article; zbMATH DE number 7365078 |
Statements
Bermudan option in Singapore savings bonds (English)
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30 June 2021
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bespoke Bermudan option
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Singapore savings bonds
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iterative Black-Derman-Toy model
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spot rate model
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