Evaluating callable and putable bonds: an eigenfunction expansion approach (Q318869)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Evaluating callable and putable bonds: an eigenfunction expansion approach |
scientific article; zbMATH DE number 6633176
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Evaluating callable and putable bonds: an eigenfunction expansion approach |
scientific article; zbMATH DE number 6633176 |
Statements
Evaluating callable and putable bonds: an eigenfunction expansion approach (English)
0 references
6 October 2016
0 references
interest rate models
0 references
callable bonds
0 references
options embedded in bonds
0 references
optimal stopping
0 references
stochastic games
0 references
eigenfunction expansions
0 references
option pricing
0 references
stochastic time changes
0 references
0 references
0 references
0 references
0 references
0 references
0 references
