A preference free partial differential equation for the term structure of interest rates
type: Item
instance of: scholarly article
title: A preference free partial differential equation for the term structure of interest rates
zbMATH Open document ID: 1153.91473
DOI: 10.1007/BF02425802
author: Carl Chiarella
author: Nadima El-Hassan
published in: Financial Engineering and the Japanese Markets
publication date: 2009-02-06T00:00:00Z
Mathematics Subject Classification ID: 91B28
zbMATH DE Number: 5503449
zbMATH Keywords: term structure of interest rates
zbMATH Keywords: preference-free
zbMATH Keywords: partial differential equation
zbMATH Keywords: American options
zbMATH Keywords: free boundary value problems
zbMATH Keywords: method of lines
MaRDI profile type: Publication
Wikidata QID: Q115392198
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full work available at URL: https://doi.org/10.1007/bf02425802
OpenAlex ID: W3125856871
description: scientific article; zbMATH DE number 5503449