American options and callable bonds under stochastic interest rates and endogenous bankruptcy
Year of publication: |
2011
|
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Authors: | Nunes, Joaõ Pedro Vidal |
Published in: |
Review of derivatives research. - Norwell, Mass. [u.a.] : Springer, ISSN 1380-6645, ZDB-ID 1387516-4. - Vol. 14.2011, 3, p. 283-332
|
Subject: | American options | Optimal stopping time | Convolutions | Stochastic interest rates | Callable defaultable bonds | Optionsgeschäft | Option trading | Optionspreistheorie | Option pricing theory | Insolvenz | Insolvency | Zins | Interest rate | Anleihe | Bond | Stochastischer Prozess | Stochastic process | Suchtheorie | Search theory | Zinsstruktur | Yield curve |
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