Approximation and application of the Musiela stochastic PDE in forward rate models (Q4903547)
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scientific article; zbMATH DE number 6127885
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| English | Approximation and application of the Musiela stochastic PDE in forward rate models |
scientific article; zbMATH DE number 6127885 |
Statements
Approximation and application of the Musiela stochastic PDE in forward rate models (English)
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22 January 2013
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Musiela equation
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stochastic PDE
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error analysis
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SUPG finite element methods
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0.7965044975280762
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0.7957881093025208
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0.7726108431816101
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0.7542186975479126
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