Arbitrage valuation and bounds for sinking-fund bonds with multiple sinking-fund dates (Q4541583)
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scientific article; zbMATH DE number 1771976
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Arbitrage valuation and bounds for sinking-fund bonds with multiple sinking-fund dates |
scientific article; zbMATH DE number 1771976 |
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Arbitrage valuation and bounds for sinking-fund bonds with multiple sinking-fund dates (English)
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5 September 2002
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pricing
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sinking-fund bond
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Brownian motion
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