scientific article; zbMATH DE number 6290829
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Publication:5413580
zbMath1285.91131MaRDI QIDQ5413580
Publication date: 30 April 2014
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
calibrationbond priceVasicek modelorder of accuracyanalytical approximation formulaone-factor interest rate model
Interest rates, asset pricing, etc. (stochastic models) (91G30) Derivative securities (option pricing, hedging, etc.) (91G20)
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A front-fixing finite element method for pricing American options under regime-switching jump-diffusion models ⋮ Short Rate as a Sum of Two CKLS-Type Processes
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