On optimal design of treasury bonds
type: Item
instance of: scholarly article
title: On optimal design of treasury bonds
zbMATH Open document ID: 0922.90010
DOI: 10.1023/A:1008600807439
author: Rosella Giacometti
published in: Computational Economics
publication date: 1999-07-20T00:00:00Z
Mathematics Subject Classification ID: 91B28
Mathematics Subject Classification ID: 90C90
zbMATH DE Number: 1279424
zbMATH Keywords: bilevel optimization
zbMATH Keywords: binomial lattice
zbMATH Keywords: embedded put option
zbMATH Keywords: optimal design
zbMATH Keywords: treasury bonds
zbMATH Keywords: interest rate sensitive securities
MaRDI profile type: Publication
full work available at URL: a:1008600807439
OpenAlex ID: W1525998914
description: scientific article; zbMATH DE number 1279424