Maxime Debon

Université d'Évry

Bd. François Mitterrand

F-91025 Evry Cedex, 91028

France

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On the Pricing and Early Call of American and Bermudan Callable Bonds

29th International Conference of the French Finance Association (AFFI) 2012
Number of pages: 26 Posted: 05 Nov 2012
Maxime Debon, Franck Moraux and Patrick Navatte
Université d'Évry, Université de Rennes I and CREM and Université de Rennes I
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