A preference free partial differential equation for the term structure of interest rates (Q1000411)
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scientific article; zbMATH DE number 5503449
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A preference free partial differential equation for the term structure of interest rates |
scientific article; zbMATH DE number 5503449 |
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A preference free partial differential equation for the term structure of interest rates (English)
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6 February 2009
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term structure of interest rates
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preference-free
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partial differential equation
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American options
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free boundary value problems
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method of lines
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