Boundary Values and Finite Difference Methods for the Single Factor Term Structure Equation
Author:
Publisher
Informa UK Limited
Subject
Applied Mathematics,Finance
Link
http://www.tandfonline.com/doi/pdf/10.1080/13504860802584004
Reference10 articles.
1. Interest Rate Models Theory and Practice
2. An Intertemporal General Equilibrium Model of Asset Prices
3. A numerical PDE approach for pricing callable bonds
4. Finite Difference Methods in Financial Engineering
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