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A numerical PDE approach for pricing callable bonds
D'Halluin, Y.
;
Forsyth, P. A.
;
Vetzal, K. R.
;
Labahn, G.
- In:
Applied Mathematical Finance
8
(
2001
)
1
,
pp. 49-77
proposed. Unfortunately, the
Green
's
function
method is limited to special cases. Consequently, it is desirable to develop a …
Persistent link: https://www.econbiz.de/10005495367
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