Pricing European options on zero-coupon bonds with a fitted finite volume method (Q4597508)
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scientific article; zbMATH DE number 6818006
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| English | Pricing European options on zero-coupon bonds with a fitted finite volume method |
scientific article; zbMATH DE number 6818006 |
Statements
13 December 2017
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option pricing
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finite volume method
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partial differential equation
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0.8289936780929565
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0.8204805850982666
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0.8069109916687012
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0.8004915714263916
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