A preference free partial differential equation for the term structure of interest rates (Q1000411)

From MaRDI portal
Revision as of 03:41, 3 April 2024 by Daniel (talk | contribs) (‎Created claim: Wikidata QID (P12): Q115392198, #quickstatements; #temporary_batch_1712111774907)
scientific article
Language Label Description Also known as
English
A preference free partial differential equation for the term structure of interest rates
scientific article

    Statements

    A preference free partial differential equation for the term structure of interest rates (English)
    0 references
    0 references
    0 references
    6 February 2009
    0 references
    term structure of interest rates
    0 references
    preference-free
    0 references
    partial differential equation
    0 references
    American options
    0 references
    free boundary value problems
    0 references
    method of lines
    0 references

    Identifiers