American options and callable bonds under stochastic interest rates and endogenous bankruptcy
Year of publication: |
2011
|
---|---|
Authors: | Nunes, João |
Published in: |
Review of Derivatives Research. - Springer. - Vol. 14.2011, 3, p. 283-332
|
Publisher: |
Springer |
Subject: | American options | Optimal stopping time | Convolutions | Stochastic interest rates | Callable defaultable bonds |
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