Boundary conditions for the solution of bond pricing equation by finite differences (Q2906322)
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scientific article; zbMATH DE number 6077360
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| English | Boundary conditions for the solution of bond pricing equation by finite differences |
scientific article; zbMATH DE number 6077360 |
Statements
5 September 2012
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zero-coupon bonds
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bond pricing equation
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boundary conditions
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finite difference methods
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Crank-Nicolson scheme
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generalized trapezoidal formula schemes
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Boundary conditions for the solution of bond pricing equation by finite differences (English)
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