Pages that link to "Item:Q647270"
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The following pages link to A deterministic approach for solving the Hull and White interest rate model (Q647270):
Displaying 4 items.
- An explicitly solvable Heston model with stochastic interest rate (Q320946) (← links)
- An artificial boundary method for the Hull-White model of American interest rate derivatives (Q621011) (← links)
- Numerical treatment of an asset price model with non-stochastic uncertainty. (With comments and rejoinder). (Q699507) (← links)
- A relaxed cutting plane algorithm for solving the Vasicek-type forward interest rate model (Q2655624) (← links)