PDEs for pricing interest rate derivatives under the new generalized Forward Market Model (FMM)
- López-Salas, J.G.
- Pérez-Rodríguez, S.
- Vázquez, C.
Revue:
Computers and Mathematics with Applications
ISSN: 0898-1221
Année de publication: 2024
Volumen: 169
Pages: 88-98
Type: Article