Pages that link to "Item:Q622981"
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The following pages link to A numerical method for pricing spread options on LIBOR rates with a PDE model (Q622981):
Displaying 7 items.
- Pricing and risk management of interest rate swaps (Q257234) (← links)
- Numerical solution of a PDE model for a ratchet-cap pricing with BGM interest rate dynamics (Q426548) (← links)
- A numerical method to price European derivatives based on the one factor LIBOR market model of interest rates (Q1003544) (← links)
- An efficient method for solving spread option pricing problem: numerical analysis and computing (Q1669206) (← links)
- MATHEMATICAL ANALYSIS AND NUMERICAL METHODS FOR A PARTIAL DIFFERENTIAL EQUATIONS MODEL GOVERNING A RATCHET CAP PRICING IN THE LIBOR MARKET MODEL (Q3087880) (← links)
- ADI method of credit spread option pricing based on jump-diffusion model (Q3390750) (← links)
- PDEs for pricing interest rate derivatives under the new generalized forward market model (FMM) (Q6585361) (← links)