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Proceedings Paper

Pricing bonds in an incomplete market: linear and dynamic programing approach
Author(s): Arnab Sarkar; Nandyala Hemachandra; K. Sureshkumar
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Proc. SPIE 5848, Noise and Fluctuations in Econophysics and Finance, ; doi: 10.1117/12.613578
Show Author Affiliations
Arnab Sarkar, Georgia Institute of Technology (United States)
Nandyala Hemachandra, Indian Institute of Technology Bombay (India)
K. Sureshkumar, Indian Institute of Technology Bombay (India)


Published in SPIE Proceedings Vol. 5848:
Noise and Fluctuations in Econophysics and Finance
Derek Abbott; Jean-Philippe Bouchaud; Xavier Gabaix; Joseph L. McCauley, Editor(s)

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