Finite volume difference scheme for a degenerate parabolic equation in the zero-coupon bond pricing (Q409974): Difference between revisions

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Latest revision as of 01:37, 5 July 2024

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Finite volume difference scheme for a degenerate parabolic equation in the zero-coupon bond pricing
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    Finite volume difference scheme for a degenerate parabolic equation in the zero-coupon bond pricing (English)
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    15 April 2012
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    degenerate parabolic equation
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    zero-coupon pricing
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    finite volume
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    difference scheme
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    M-matrix
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