搜索结果: 1-1 共查到“经济学 eigenfunction expansion”相关记录1条 . 查询时间(0.076 秒)
Evaluating Callable and Putable Bonds: An Eigenfunction Expansion Approach
interest rate models callable bonds options embedded in bonds optimal stopping stochastic games eigenfunction expansions option pricing stochastic time changes
2012/9/14
We propose an efficient method to evaluate callable and putable bonds under a wide class of interest rate models, including the popular short rate diffusion models, as well as their time changed versi...