Finite difference scheme versus piecewise binomial lattice for interest rates under the skew CEV model (Q6101076)
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scientific article; zbMATH DE number 7698413
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Finite difference scheme versus piecewise binomial lattice for interest rates under the skew CEV model |
scientific article; zbMATH DE number 7698413 |
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Finite difference scheme versus piecewise binomial lattice for interest rates under the skew CEV model (English)
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20 June 2023
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skew CEV model
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bond pricing
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finite difference
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binomial lattice
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regulated market
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