Pages that link to "Item:Q1424651"
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The following pages link to A PDE based implementation of the Hull\,\&\,White model for cash flow derivatives (Q1424651):
Displaying 3 items.
- Numerical solution of a PDE model for a ratchet-cap pricing with BGM interest rate dynamics (Q426548) (← links)
- An artificial boundary method for the Hull-White model of American interest rate derivatives (Q621011) (← links)
- Using the Hull and White two factor model in bank treasury risk management (Q2782357) (← links)