Numerical techniques for pricing callable bonds with notice
type: Item
instance of: scholarly article
title: Numerical techniques for pricing callable bonds with notice
zbMATH Open document ID: 1089.91021
author: Carlos Vázquez
author: J. M. Farto
published in: Applied Mathematics and Computation
publication date: 2005-02-22T00:00:00Z
Mathematics Subject Classification ID: 91B28
zbMATH DE Number: 2136898
zbMATH Keywords: Noticeable callable bonds
zbMATH Keywords: Interest rate models
zbMATH Keywords: Characteristics approximation
zbMATH Keywords: Finite elements
zbMATH Keywords: Numerical methods
MaRDI profile type: Publication
full work available at URL: j.amc.2003.12.079
OpenAlex ID: W2045784529
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DOI: 10.1016/J.AMC.2003.12.079
description: scientific article; zbMATH DE number 2136898