PDEs for pricing interest rate derivatives under the new generalized forward market model (FMM) (Q6585361)
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scientific article; zbMATH DE number 7894791
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | PDEs for pricing interest rate derivatives under the new generalized forward market model (FMM) |
scientific article; zbMATH DE number 7894791 |
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PDEs for pricing interest rate derivatives under the new generalized forward market model (FMM) (English)
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9 August 2024
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IBOR replacement
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generalized forward market model
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forward rates
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finite differences
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AMFR-W methods
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