Pages that link to "Item:Q411529"
From MaRDI portal
The following pages link to A comparison of asymptotic analytical formulae with finite-difference approximations for pricing zero coupon bond (Q411529):
Displaying 3 items.
- Fitted finite volume method for a generalized Black-Scholes equation transformed on finite interval (Q393762) (← links)
- PDE models for the pricing of a defaultable coupon-bearing bond under an extended JDCEV model (Q2045957) (← links)
- Analysis of a finite volume element method for a degenerate parabolic equation in the zero-coupon bond pricing (Q2516793) (← links)
