A model for designing callable bonds and its solution using tabu search

Andrea Consiglio () and Stavros A. Zenios

Journal of Economic Dynamics and Control, 1997, vol. 21, issue 8-9, pages 1445-1470

Date: 1997

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Journal of Economic Dynamics and Control is edited by J. Bullard, C. Chiarella, C. H. Hommes, P. N. Ireland, T. Cogley and M. Juillard

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