A computational scheme for a problem in the zero-coupon bond pricing (Q3114142)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: A computational scheme for a problem in the zero-coupon bond pricing |
scientific article; zbMATH DE number 6002617
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | A computational scheme for a problem in the zero-coupon bond pricing |
scientific article; zbMATH DE number 6002617 |
Statements
A Computational Scheme for a Problem in the Zero-coupon Bond Pricing (English)
0 references
30 January 2012
0 references
degenerate parabolic equation
0 references
dynamical boundary condition
0 references
finite volume methods
0 references
\(M\)-matrix
0 references
convergence
0 references
0.9477702975273132
0 references
0.9168878793716432
0 references
0.8693119883537292
0 references
0.7909494638442993
0 references
0.7637894749641418
0 references
