A model for designing callable bonds and its solution using tabu search
Andrea Consiglio ; Stavros A. Zenios
| Year of publication: |
1997
|
|---|---|
| Authors: | Consiglio, Andrea |
| Other Persons: | Zenios, Stauros Andrea (contributor) |
| Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 21.1997, 8, p. 1445-1470
|
| Subject: | Anleihe | Bond | Optionsgeschäft | Option trading | Optionspreistheorie | Option pricing theory | Mathematische Optimierung | Mathematical programming | Simulation | Theorie | Theory |
| Extent: | Graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001222037