Boundary Values and Finite Difference Methods for the Single Factor Term Structure Equation (Q3652693)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Boundary Values and Finite Difference Methods for the Single Factor Term Structure Equation |
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Boundary Values and Finite Difference Methods for the Single Factor Term Structure Equation (English)
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16 December 2009
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term structure equation
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degenerate parabolic equations
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stochastic representation
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finite difference method
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