A dynamic programming approach for pricing options embedded in bonds
- 1 July 2007
- journal article
- Published by Elsevier in Journal of Economic Dynamics and Control
- Vol. 31 (7) , 2212-2233
- https://doi.org/10.1016/j.jedc.2006.06.007
Abstract
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This publication has 36 references indexed in Scilit:
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