Approximation and application of the Musiela stochastic PDE in forward rate models (Q4903547): Difference between revisions
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Revision as of 17:58, 5 March 2024
scientific article; zbMATH DE number 6127885
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Approximation and application of the Musiela stochastic PDE in forward rate models |
scientific article; zbMATH DE number 6127885 |
Statements
Approximation and application of the Musiela stochastic PDE in forward rate models (English)
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22 January 2013
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Musiela equation
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stochastic PDE
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error analysis
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SUPG finite element methods
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