A preference free partial differential equation for the term structure of interest rates
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Publication:1000411
DOI10.1007/BF02425802zbMath1153.91473WikidataQ115392198 ScholiaQ115392198MaRDI QIDQ1000411
Carl Chiarella, Nadima El-Hassan
Publication date: 6 February 2009
Published in: Financial Engineering and the Japanese Markets (Search for Journal in Brave)
term structure of interest rates; method of lines; partial differential equation; American options; free boundary value problems; preference-free
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