A dynamic programming approach for pricing options embedded in bonds
| Autor: | Ben-Ameur, Hatem, Breton, Michèle, Karoui, Lotfi, L’Ecuyer, Pierre |
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| Zdroj: | In Journal of Economic Dynamics and Control 2007 31(7):2212-2233 |
| Databáze: | ScienceDirect |
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Full Text from ScienceDirect