Author:
Ben-Ameur Hatem,Breton Michèle,Karoui Lotfi,L’Ecuyer Pierre
Subject
Applied Mathematics,Control and Optimization,Economics and Econometrics
Reference42 articles.
1. Retractable and extendible bonds: the Canadian experience;Ananthanarayanan;Journal of Finance,1980
2. Numerical valuation of high dimensional multivariate American securities;Barraquand;Journal of Financial and Quantitative Analysis,1995
3. Dynamic Programming and Optimal Control, Vol. I and II;Bertsekas,1995
4. The pricing of options and corporate liabilities;Black;Journal of Political Economy,1973
5. To call or not to call? Optimal call policies for callable U.S. treasury bonds;Bliss;Economic Review,1995
Cited by
34 articles.
订阅此论文施引文献
订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献