American options and callable bonds under stochastic interest rates and endogenous bankruptcy
João Pedro Vidal Nunes
| 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
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| 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 | Stochastischer Prozess | Stochastic process | Anleihe | Bond | Suchtheorie | Search theory | Portfolio-Management | Portfolio selection | Unternehmensanleihe | Corporate bond |
| 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/10009349987