A numerical PDE approach for pricing callable bonds.
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| Title: | A numerical PDE approach for pricing callable bonds. |
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| 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 |
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