A preference free partial differential equation for the term structure of interest rates (Q1000411): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 01:51, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A preference free partial differential equation for the term structure of interest rates |
scientific article |
Statements
A preference free partial differential equation for the term structure of interest rates (English)
0 references
6 February 2009
0 references
term structure of interest rates
0 references
preference-free
0 references
partial differential equation
0 references
American options
0 references
free boundary value problems
0 references
method of lines
0 references
