An inverse problem arisen in the zero-coupon bond pricing
DOI10.1016/J.NONRWA.2009.02.011zbMATH Open1189.35372OpenAlexW2053486313MaRDI QIDQ974534FDOQ974534
Jianning Yu, Liu Yang, Zui-Cha Deng
Publication date: 3 June 2010
Published in: Nonlinear Analysis. Real World Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.nonrwa.2009.02.011
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Cited In (5)
- Analysis and computation of a discrete costly observation model for growth estimation and management of biological resources
- Analysis and computation of an optimality equation arising in an impulse control problem with discrete and costly observations
- An inverse problem of zero-coupon bond pricing
- Analysis of a finite volume element method for a degenerate parabolic equation in the zero-coupon bond pricing
- Reconstruction of local volatility surface from American options
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