A computational scheme for a problem in the zero-coupon bond pricing
DOI10.1063/1.3526634zbMATH Open1230.91188OpenAlexW2008759703MaRDI QIDQ3114142FDOQ3114142
Authors: T. Chernogorova, R. Valkov 
Publication date: 30 January 2012
Published in: AIP Conference Proceedings (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1063/1.3526634
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Cited In (9)
- A comparison of asymptotic analytical formulae with finite-difference approximations for pricing zero coupon bond
- Finite volume difference scheme for a degenerate parabolic equation in the zero-coupon bond pricing
- Finite-volume difference scheme for the Black-Scholes equation in stochastic volatility models
- An inverse problem arisen in the zero-coupon bond pricing
- Petrov-Galerkin analysis for a degenerate parabolic equation in zero-coupon bond pricing
- An algorithm for solving bond pricing problem.
- Analysis of a finite volume element method for a degenerate parabolic equation in the zero-coupon bond pricing
- A central finite volume scheme for bond pricing problems
- True Interest Cost in Municipal Bond Bidding: An Integer Programming Approach
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