Pricing Callable Bonds Based on Monte Carlo Simulation Techniques

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ISSN Print: 2150-4059
ISSN Online: 2150-4067
www.scirp.org/journal/ti
E-mail: ti@scirp.org

"Pricing Callable Bonds Based on Monte Carlo Simulation Techniques"
written by Deng Ding, Qi Fu, Jacky So,
published by Technology and Investment, Vol.3 No.2, 2012

has been cited by the following article(s):

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[5]	Hyperparameters optimization on neural networks for bond trading
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[6]	Use of the Monte Carlo Simulation in Valuation of European and American Call Options
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[7]	The Least-squares Monte Carlo method for pricing options embedded in mortgages
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[8]	SKEMA DING DAN CHAO (DC SCHEME) UNTUK SIMULASI NILAI SUKU BUNGA
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