Development of computational algorithms for pricing European bond options under the influence of macro-economic conditions (Q903027)
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: Development of computational algorithms for pricing European bond options under the influence of macro-economic conditions |
scientific article; zbMATH DE number 6526120
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Development of computational algorithms for pricing European bond options under the influence of macro-economic conditions |
scientific article; zbMATH DE number 6526120 |
Statements
Development of computational algorithms for pricing European bond options under the influence of macro-economic conditions (English)
0 references
4 January 2016
0 references
Markov process
0 references
Vasicek model
0 references
Ornstein-Uhlenbeck process
0 references
bond option pricing
0 references
regime-switching
0 references
0 references
0.87406224
0 references
0.86951303
0 references
0.86778486
0 references
0.85182625
0 references
0 references
0.84445506
0 references
0.83992106
0 references
