An artificial boundary method for the Hull-White model of American interest rate derivatives (Q621011): Difference between revisions
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Revision as of 01:47, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An artificial boundary method for the Hull-White model of American interest rate derivatives |
scientific article |
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An artificial boundary method for the Hull-White model of American interest rate derivatives (English)
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2 February 2011
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artificial boundary
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early exercise feature
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finite difference method
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Hull-White model
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interest rate derivatives
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singularity-separating
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