Finite volume difference scheme for a degenerate parabolic equation in the zero-coupon bond pricing (Q409974): Difference between revisions
From MaRDI portal
Changed an Item |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 00:12, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Finite volume difference scheme for a degenerate parabolic equation in the zero-coupon bond pricing |
scientific article |
Statements
Finite volume difference scheme for a degenerate parabolic equation in the zero-coupon bond pricing (English)
0 references
15 April 2012
0 references
degenerate parabolic equation
0 references
zero-coupon pricing
0 references
finite volume
0 references
difference scheme
0 references
M-matrix
0 references
