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EOR
2006
78views more  EOR 2006»
15 years 1 days ago
Monte Carlo analysis of convertible bonds with reset clauses
Toshikazu Kimura, Toshio Shinohara
EOR
2006
50views more  EOR 2006»
15 years 1 days ago
A dynamic programming approach to price installment options
Hatem Ben Ameur, Michèle Breton, Pascal Fra...