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Pricing European and American bond options under the Hull-White extended Vasicek Model
Mpanda, Marc Mukendi
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2013-01
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Author
Mpanda, Marc Mukendi (1)
Subject
332.6323 (1)
Artificial Boundary method (1)
Bonds -- Prices -- Europe -- Mathematical models (1)
Bonds -- Prices -- United States -- Mathematical models (1)
Coupon bearing and zero-coupon bond option (1)
Diffusion equation (1)
European and American bond option (1)
Finite Difference Methods and Artificial Boundary method (1)
Hull-White extended Vasicek model (1)
Term structure equation (1)
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Date Issued
2013 (1)
Has File(s)
Yes (1)