A dynamic programming approach for pricing options embedded in bonds
type: Item
instance of: scholarly article
title: A dynamic programming approach for pricing options embedded in bonds
zbMATH Open document ID: 1163.91380
author: Hatem Ben-Ameur
author: Michèle Breton
author: Lotfi Karoui
author: Pierre L'Ecuyer
publication date: 2009-07-01T00:00:00Z
full work available at URL: http://citeseerx.ist.psu.edu/viewdoc/summary
Mathematics Subject Classification ID: 91B28
Mathematics Subject Classification ID: 90C90
zbMATH DE Number: 5573569
zbMATH Keywords: option pricing
zbMATH Keywords: bond pricing
zbMATH Keywords: dynamic programming
zbMATH Keywords: options embedded in bonds
MaRDI profile type: Publication
OpenAlex ID: W2015743153
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DOI: 10.1016/J.JEDC.2006.06.007
published in: Journal of Economic Dynamics and Control
description: scientific article; zbMATH DE number 5573569