Pages that link to "Item:Q313650"
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The following pages link to A direct LU solver for pricing American bond options under Hull-White model (Q313650):
Displaying 5 items.
- An artificial boundary method for the Hull-White model of American interest rate derivatives (Q621011) (← links)
- Editorial: Mathematical modeling and computational methods (Q5890876) (← links)
- A front‐fixing method for American option pricing on zero‐coupon bond under the Hull and White model (Q6180325) (← links)
- On the convergence of a Crank-Nicolson fitted finite volume method for pricing American bond options (Q6534640) (← links)
- Analyzing short-rate models for efficient bond option pricing: a review (Q6620762) (← links)