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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
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Submit date：2019/07/23
Callable Bond
Monte Carlo Simulation
Cir Model
Embedded Option Pricing
