PDEs for pricing interest rate derivatives under the new generalized Forward Market Model (FMM)
- López-Salas, J.G.
- Pérez-Rodríguez, S.
- Vázquez, C.
Aldizkaria:
Computers and Mathematics with Applications
ISSN: 0898-1221
Argitalpen urtea: 2024
Alea: 169
Orrialdeak: 88-98
Mota: Artikulua
