A comparison of asymptotic analytical formulae with finite-difference approximations for pricing zero coupon bond (Q411529): Difference between revisions

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+Interest rate models -- theory and practice. With smile, inflation and credit
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+A Computational Scheme for a Problem in the Zero-coupon Bond Pricing
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+A Theory of the Term Structure of Interest Rates
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+Approximate formulae for pricing zero-coupon bonds and their asymptotic analysis
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