scientific article; zbMATH DE number 6401194

zbMath1313.91174MaRDI QIDQ5499211

Liang Jiang, Hongxi Lin

Publication date: 11 February 2015

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

numerical methodbenchmarkVasicek modelCIR model

Mathematics Subject Classification ID

Numerical methods (including Monte Carlo methods) (91G60) Interest rates, asset pricing, etc. (stochastic models) (91G30) Derivative securities (option pricing, hedging, etc.) (91G20)

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