Callable Bond/EJ/e
Callable Bond/EJ/e
Callable Bond/EJ/e
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H.-J. Büttler: <strong>Callable</strong> <strong>Bond</strong>s: Finite Difference Methods 11<br />
Comment: Read the second row as F x<br />
= [1·F n<br />
– 1·F n – 1<br />
] / ∆x and similarly the other rows.<br />
Royal Economic Society Conference University of Exeter, 28 – 31 March 1994
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