Finite volume difference scheme for a degenerate parabolic equation in the zero-coupon bond pricing (Q409974): Difference between revisions

@@ Property / author @@
-Tatiana Chernogorova
@@ Property / author: Tatiana Chernogorova / rank @@
-Normal rank
@@ Property / author @@
-Q409973
@@ Property / author: Q409973 / rank @@
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@@ Property / author @@
-Radoslav L. Valkov
@@ Property / author: Radoslav L. Valkov / rank @@
-Normal rank
@@ Property / author @@
+Tatiana Chernogorova
@@ Property / author: Tatiana Chernogorova / rank @@
+Normal rank
@@ Property / author @@
+Radoslav L. Valkov
@@ Property / author: Radoslav L. Valkov / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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@@ Property / OpenAlex ID @@
+W2035935172
@@ Property / OpenAlex ID: W2035935172 / rank @@
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@@ Property / arXiv ID @@
+.0235
@@ Property / arXiv ID: 1307.0235 / rank @@
+Normal rank
@@ Property / cites work @@
+Computational Methods for Option Pricing
@@ Property / cites work: Computational Methods for Option Pricing / rank @@
+Normal rank
@@ Property / cites work @@
+A fitted finite volume method for the valuation of options on assets with stochastic volatilities
+Normal rank
@@ Property / cites work @@
+Tools for computational finance
@@ Property / cites work: Tools for computational finance / rank @@
+Normal rank
@@ Property / cites work @@
+A novel fitted finite volume method for the Black-Scholes equation governing option pricing
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+Q3621206
@@ Property / cites work: Q3621206 / rank @@
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+Q4406990
@@ Property / cites work: Q4406990 / rank @@
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+Q4865485
@@ Property / cites work: Q4865485 / rank @@
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@@ Property / cites work @@
+Robust Numerical Methods for Singularly Perturbed Differential Equations
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+An exponentially fitted finite volume method for the numerical solution of 2D unsteady incompressible flow problems
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+The Pricing of Options and Corporate Liabilities
@@ Property / cites work: The Pricing of Options and Corporate Liabilities / rank @@
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+On the singular limit of solutions to the CIR interest rate model with stochastic volatility
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+Q4528992
@@ Property / cites work: Q4528992 / rank @@
+Normal rank
@@ Property / cites work @@
+A Computational Scheme for a Problem in the Zero-coupon Bond Pricing
+Normal rank