Meshless approach for pricing Islamic Ijarah under stochastic interest rate models

DOI10.22034/CMDE.2020.40380.1764zbMath1499.91175OpenAlexW3117869239MaRDI QIDQ5076603

Abdolsadeh Neisy

Publication date: 17 May 2022

Full work available at URL: https://cmde.tabrizu.ac.ir/article_11204_40cc1fec615d5c75a1e7deff70bd3169.pdf

zbMATH Keywords

finite difference methodstochastic differential equationspartial differential equationsbondfinancingRBF methodribaSukuk

Mathematics Subject Classification ID

Numerical methods (including Monte Carlo methods) (91G60) Interest rates, asset pricing, etc. (stochastic models) (91G30) Derivative securities (option pricing, hedging, etc.) (91G20) Numerical methods for initial value problems involving ordinary differential equations (65L05) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35)

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