A comparison of asymptotic analytical formulae with finite-difference approximations for pricing zero coupon bond (Q411529): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
Property / full work available at URL | |||
Property / full work available at URL: https://doi.org/10.1007/s11075-011-9505-2 / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W2152725562 / rank | |||
Normal rank |
Revision as of 20:18, 19 March 2024
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 |
Statements
A comparison of asymptotic analytical formulae with finite-difference approximations for pricing zero coupon bond (English)
0 references
4 April 2012
0 references
degenerate parabolic equation
0 references
bond pricing
0 references
finite volume
0 references
difference scheme
0 references
M-matrix
0 references