Numerical methods for pricing callable bonds - researchr publication authors

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Yann d'Halluin, Peter A. Forsyth, Kenneth R. Vetzal, George Labahn. Numerical methods for pricing callable bonds. In Proceedings of the IEEE/IAFE/INFORMS 2000 Conference on Computational Intelligence for Financial Engineering, CIFEr 2000, New York City, USA, March 28, 2000. pages 78-81, IEEE, 2000. [doi]

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