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.
Journal:
Computers and Mathematics with Applications

ISSN: 0898-1221

Year of publication: 2024

Volume: 169

Pages: 88-98

Type: Article

DOI: 10.1016/J.CAMWA.2024.06.010 GOOGLE SCHOLAR lock_openOpen access editor