A comparison of asymptotic analytical formulae with finite-difference approximations for pricing zero coupon bond (Q411529): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A comparison of asymptotic analytical formulae with finite-difference approximations for pricing zero coupon bond |
scientific article |
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A comparison of asymptotic analytical formulae with finite-difference approximations for pricing zero coupon bond (English)
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4 April 2012
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degenerate parabolic equation
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bond pricing
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finite volume
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difference scheme
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M-matrix
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