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Bond and option pricing for interest rate model with clustering effects Journal article
Zhang, Xin, Xiong, Jie, Shen, Yang. Bond and option pricing for interest rate model with clustering effects[J]. QUANTITATIVE FINANCE, 2018, 18(6), 969-981.
Authors:  Zhang, Xin;  Xiong, Jie;  Shen, Yang
Favorite | TC[WOS]:6 TC[Scopus]:6  IF:1.5/2.2 | Submit date：2018/10/30
Interest Rate Modelling  Marked Point Process  Hawkes Processes  Bond Pricing  Bond Option  
Pricing Callable Bonds Based on Monte Carlo Simulation Techniques Journal article
Deng Ding, Qi Fu, Jacky So. Pricing Callable Bonds Based on Monte Carlo Simulation Techniques[J]. Technology and Investment, 2012, 3(2), 121--125.
Authors:  Deng Ding;  Qi Fu;  Jacky So
Favorite |  | Submit date：2019/07/23
Callable Bond  Monte Carlo Simulation  Cir Model  Embedded Option Pricing