Pages that link to "Item:Q411529"

The following pages link to A comparison of asymptotic analytical formulae with finite-difference approximations for pricing zero coupon bond (Q411529):

Displaying 8 items.

• Fitted finite volume method for a generalized Black-Scholes equation transformed on finite interval (Q393762) (← links)
• Finite volume difference scheme for a degenerate parabolic equation in the zero-coupon bond pricing (Q409974) (← links)
• Pulled-to-par returns for zero-coupon bonds historical simulation value at risk (Q777819) (← links)
• PDE models for the pricing of a defaultable coupon-bearing bond under an extended JDCEV model (Q2045957) (← links)
• Analysis of a finite volume element method for a degenerate parabolic equation in the zero-coupon bond pricing (Q2516793) (← links)
• A central finite volume scheme for bond pricing problems (Q2823156) (← links)
• An effective approximation for zero-coupon bonds and Arrow-Debreu prices in the Black-Karasinski model (Q2929374) (← links)
• (Q5413580) (← links)