Amanote Research

Amanote Research

    RegisterSign In

Discover open access scientific publications

Search, annotate, share and cite publications


Publications by P.A. Forsyth

A Numerical PDE Approach for Pricing Callable Bonds

Applied Mathematical Finance
Applied MathematicsFinance
2001English

Related publications

A New PDE Approach for Pricing Arithmetic Average Asian Options

Journal of Computational Finance
Applied MathematicsComputer Science ApplicationsFinance
2001English

The Choice Between Callable and Noncallable Bonds

Journal of Financial Research
AccountingFinance
2014English

Call Timing of Callable Non-Convertible Bonds: A Survival Analysis

Journal of Reviews on Global Economics
EconomicsEconometricsFinance
2018English

Pricing Models of Covered Bonds—a Nordic Study

International Journal of Strategic Property Management
ManagementStrategy
2011English

The Pricing for Warrant Bonds Under Double Fractional Brownian Motion

Advances in Applied Mathematics
2014English

Numerical Solution for PDE-Constrained Optimization Problem in Cardiac Electrophysiology

International Journal of Computer Applications
2012English

A Robust Spectral Method for Pricing of American Put Options on Zero-Coupon Bonds

East Asian Journal on Applied Mathematics
Applied Mathematics
2018English

Pricing Convertible Bonds Based on a Multi-Stage Compound-Option Model

Physica A: Statistical Mechanics and its Applications
StatisticsCondensed Matter PhysicsProbability
2006English

Economically Irrational Pricing of 19th Century British Government Bonds

SSRN Electronic Journal
2014English

Amanote Research

Note-taking for researchers

Follow Amanote

© 2025 Amaplex Software S.P.R.L. All rights reserved.

Privacy PolicyRefund Policy