PDEs for pricing interest rate derivatives under the new generalized Forward Market Model (FMM)

  1. López-Salas, J.G.
  2. Pérez-Rodríguez, S.
  3. Vázquez, C.
Zeitschrift:
Computers and Mathematics with Applications

ISSN: 0898-1221

Datum der Publikation: 2024

Ausgabe: 169

Seiten: 88-98

Art: Artikel

DOI: 10.1016/J.CAMWA.2024.06.010 GOOGLE SCHOLAR lock_openOpen Access editor
Datenquelle: Scopus