D'Halluin, Y., Forsyth, P., Vetzal, K., & Labahn, G. (2001). A numerical PDE approach for pricing callable bonds. Applied Mathematical Finance, 8(1), 49. https://doi.org/10.1080/13504860110046885
Chicago Style (17th ed.) CitationD'Halluin, Y., P.A Forsyth, K.R Vetzal, and G. Labahn. "A Numerical PDE Approach for Pricing Callable Bonds." Applied Mathematical Finance 8, no. 1 (2001): 49. https://doi.org/10.1080/13504860110046885.
MLA (9th ed.) CitationD'Halluin, Y., et al. "A Numerical PDE Approach for Pricing Callable Bonds." Applied Mathematical Finance, vol. 8, no. 1, 2001, p. 49, https://doi.org/10.1080/13504860110046885.
Warning: These citations may not always be 100% accurate.
