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A Reduced-Form Model for Valuing Bonds with Make-Whole Call Provisions - MaRDI portal

A Reduced-Form Model for Valuing Bonds with Make-Whole Call Provisions (Q4682491)

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scientific article; zbMATH DE number 6938636
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A Reduced-Form Model for Valuing Bonds with Make-Whole Call Provisions
scientific article; zbMATH DE number 6938636

    Statements

    A Reduced-Form Model for Valuing Bonds with Make-Whole Call Provisions (English)
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    18 September 2018
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    callable bonds
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    make-whole call provision
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    reduced-form model
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    Identifiers