Pages that link to "Item:Q621011"
From MaRDI portal
The following pages link to An artificial boundary method for the Hull-White model of American interest rate derivatives (Q621011):
Displaying 5 items.
- Asymptotic expansion of solutions to the Black-Scholes equation arising from American option pricing near the expiry (Q730511) (← links)
- A PDE based implementation of the Hull\,\&\,White model for cash flow derivatives (Q1424651) (← links)
- FFT network for interest rate derivatives with Lévy processes (Q1684764) (← links)
- Pricing the financial Heston-Hull-White model with arbitrary correlation factors via an adaptive FDM (Q2203803) (← links)
- Primal-dual active set method for evaluating American put options on zero-coupon bonds (Q6552647) (← links)