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Stochastic Optimization Techniques for Pricing Callable Bonds: Continuous Time Approach
Securities Market generated high demand for pricing valuation models. As market becomes more complex and bond ... observe two types of requirements for market price valuation models. On one hand we have sophisticated multidimensional ...- Authors: Mark Saksonov
- Date: Jan 1996
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; Technical Skills & Analytical Problem Solving>Innovative solutions
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments>Derivatives; Modeling & Statistical Methods>Stochastic models