scientific article

zbMath1278.91174MaRDI QIDQ2867813

Zuzana Zíková, Beata Stehlíková

Publication date: 20 December 2013

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

closed-form solutionpartial differential equationbond priceinterest rateanalytic approximationorder of accuracyconvergence model

Mathematics Subject Classification ID

Interest rates, asset pricing, etc. (stochastic models) (91G30) Initial value problems for second-order parabolic equations (35K15) PDEs in connection with game theory, economics, social and behavioral sciences (35Q91)

Related Items (1)

On the bond pricing partial differential equation in a convergence model of interest rates with stochastic correlation

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