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]
@inproceedings{dHalluinFVL00,
title = {Numerical methods for pricing callable bonds},
author = {Yann d'Halluin and Peter A. Forsyth and Kenneth R. Vetzal and George Labahn},
year = {2000},
doi = {10.1109/CIFER.2000.844604},
url = {http://dx.doi.org/10.1109/CIFER.2000.844604},
researchr = {https://researchr.org/publication/dHalluinFVL00},
cites = {0},
citedby = {0},
pages = {78-81},
booktitle = {Proceedings of the IEEE/IAFE/INFORMS 2000 Conference on Computational Intelligence for Financial Engineering, CIFEr 2000, New York City, USA, March 28, 2000},
publisher = {IEEE},
isbn = {0-7803-6429-5},
}