A model for designing callable bonds and its solution using tabu search
type: Item
instance of: scholarly article
title: A model for designing callable bonds and its solution using tabu search
zbMATH Open document ID: 0901.90011
DOI: 10.1016/S0165-1889(97)00034-1
author: Andrea Consiglio
author: Stavros A. Zenios
publication date: 1998-07-22T00:00:00Z
Mathematics Subject Classification ID: 91G10
Mathematics Subject Classification ID: 90C90
zbMATH DE Number: 1178025
zbMATH Keywords: financial innovation
zbMATH Keywords: product design
zbMATH Keywords: simulation
zbMATH Keywords: tabu search
zbMATH Keywords: callable bonds
zbMATH Keywords: parallel computations
describes a project that uses: PVM
MaRDI profile type: Publication
cites work: Q4718793
cites work: Tabu Search—Part I
cites work: Tabu Search—Part II
cites work: Tabu search for nonlinear and parametric optimization (with links to genetic algorithms)
cites work: A stochastic programming model for money management
cites work: Optimization by Simulated Annealing
cites work: Q4692890
cites work: Integrated Simulation and Optimization Models for Tracking Indices of Fixed-Income Securities
full work available at URL: s0165-1889(97)00034-1
OpenAlex ID: W1964601735
published in: Journal of Economic Dynamics and Control
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description: scientific article; zbMATH DE number 1178025