A multifactorial model

MaRDI QIDQ3561323zbMATH OpenFDO

Authors Gabriel-Lucian Nepotu

Publication date 25 May 2010

zbMATH Keywords

bondfinite difference methodinterest rateItô formulastochastic differential equationvolatility

Mathematics Subject Classification ID

Numerical methods (including Monte Carlo methods) (91G60) Financial applications of other theories (91G80)

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Cited in

(1)

• scientific article; zbMATH DE number 1067020 (Why is no real title available?)

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