An artificial boundary method for the Hull-White model of American interest rate derivatives (Q621011): Difference between revisions

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Latest revision as of 17:59, 3 July 2024

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An artificial boundary method for the Hull-White model of American interest rate derivatives
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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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