Option Pricing in a One-Dimensional Affine Term Structure Model via Spectral Representations (Q4579836)
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scientific article; zbMATH DE number 6915872
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Option Pricing in a One-Dimensional Affine Term Structure Model via Spectral Representations |
scientific article; zbMATH DE number 6915872 |
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Option Pricing in a One-Dimensional Affine Term Structure Model via Spectral Representations (English)
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10 August 2018
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option pricing
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affine terms structure model
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eigenvalue expansions
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non-self-adjoint
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numerical methods
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