Finite volume difference scheme for a degenerate parabolic equation in the zero-coupon bond pricing (Q409974)
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scientific article; zbMATH DE number 6024329
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| English | Finite volume difference scheme for a degenerate parabolic equation in the zero-coupon bond pricing |
scientific article; zbMATH DE number 6024329 |
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Finite volume difference scheme for a degenerate parabolic equation in the zero-coupon bond pricing (English)
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15 April 2012
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degenerate parabolic equation
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zero-coupon pricing
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finite volume
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difference scheme
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M-matrix
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0.97015715
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0.92073894
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0.89885783
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0.8901932
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0.88756657
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0.87612104
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0.87286496
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