scientific article; zbMATH DE number 7810169

DOI10.22034/cmde.2023.54948.2284MaRDI QIDQ6122009

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Publication date: 27 February 2024

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

zbMATH Keywords

Vasicek modelCox-Ingersoll and Ross modelgenral stock modelthe P panels M-point newtoncotes rulesthe spectral collocation method based on radial basis functions

Mathematics Subject Classification ID

Linear functional-differential equations (34K06) Numerical methods for initial value problems involving ordinary differential equations (65L05)

Cites Work

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• A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options
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