Numerical techniques for pricing callable bonds with notice

  1. Farto, J.
  2. Vázquez, C.
Journal:
Applied Mathematics and Computation

ISSN: 0096-3003

Year of publication: 2005

Volume: 161

Issue: 3

Pages: 989-1013

Type: Article

DOI: 10.1016/J.AMC.2003.12.079 GOOGLE SCHOLAR
Data source: Scopus