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

Journal of Economic Dynamics and Control

Volumn 21, Issue 8-9, 1997, Pages 1445-1470

  Consiglio, Andrea ^a   Zenios, Stavros A ^a  

^a UNIVERSITY OF CYPRUS   (Cyprus)

Author keywords

Callable bonds; Financial innovation; Parallel computations; Product design; Simulation; Tabu search

Indexed keywords

EID: 0031590031     PISSN: 01651889     EISSN: None     Source Type: Journal    
DOI: 10.1016/s0165-1889(97)00034-1     Document Type: Article

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