Article ID Journal Published Year Pages File Type
6901288 Procedia Computer Science 2017 6 Pages PDF
Abstract
In this paper, a free boundary model for pricing a defaultable and restricted callable corporate bonds is proposed. The pricing model is established and it is turns to a free boundary problem. Numerical analysis and example graphs with optimal calling boundaries are presented.
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Physical Sciences and Engineering Computer Science Computer Science (General)
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A Free Boundary Problem for pricing a defaultable restricted callable corporate bonds⁎
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