Evaluation of Callable Bonds: Finite Difference Methods, Stability and Accuracy

• 1 March 1995
• journal article
• Published by Oxford University Press (OUP) in The Economic Journal
• Vol. 105  (429) , 374
• https://doi.org/10.2307/2235497

Abstract

Keywords

• ACCURACY
• CALLABLE BONDS
• STABILITY
• EVALUATION OF CALLABLE
• FINITE DIFFERENCE
• DIFFERENCE METHODS