A numerical PDE approach for pricing callable bonds.

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Bibliographic Details
Title:	A numerical PDE approach for pricing callable bonds.
Authors:	D'Halluin, Y., Forsyth, P.A., Vetzal, K.R., Labahn, G.
Source:	Applied Mathematical Finance. Mar2001, Vol. 8 Issue 1, p49-77. 29p. 1 Diagram, 7 Charts, 13 Graphs.
Database:	Mathematics Source

Description
ISSN:	1350486X
DOI:	10.1080/13504860110046885