A comparison of asymptotic analytical formulae with finite-difference approximations for pricing zero coupon bond (Q411529)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: A comparison of asymptotic analytical formulae with finite-difference approximations for pricing zero coupon bond |
scientific article; zbMATH DE number 6022116
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A comparison of asymptotic analytical formulae with finite-difference approximations for pricing zero coupon bond |
scientific article; zbMATH DE number 6022116 |
Statements
A comparison of asymptotic analytical formulae with finite-difference approximations for pricing zero coupon bond (English)
0 references
4 April 2012
0 references
degenerate parabolic equation
0 references
bond pricing
0 references
finite volume
0 references
difference scheme
0 references
M-matrix
0 references
0.9515703
0 references
0.9038589
0 references
0.8922608
0 references
0.8917917
0 references
0.8877871
0 references
0.88756657
0 references
0.8832721
0 references
0.87782407
0 references
