Pages that link to "Item:Q3087880"
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The following pages link to MATHEMATICAL ANALYSIS AND NUMERICAL METHODS FOR A PARTIAL DIFFERENTIAL EQUATIONS MODEL GOVERNING A RATCHET CAP PRICING IN THE LIBOR MARKET MODEL (Q3087880):
Displaying 5 items.
- Numerical solution of a PDE model for a ratchet-cap pricing with BGM interest rate dynamics (Q426548) (← links)
- Valuation of European continuous-installment options (Q660913) (← links)
- A general Gaussian interest rate model consistent with the current term structure (Q1952680) (← links)
- A new mathematical model for pricing a mine extraction project (Q2286643) (← links)
- Numerical methods to solve PDE models for pricing business companies in different regimes and implementation in GPUs (Q2513556) (← links)
