Solutions of two-factor models with variable interest rates
type: Item
instance of: scholarly article
title: Solutions of two-factor models with variable interest rates
zbMATH Open document ID: 1152.91530
author: B. E. Eshmatov
published in: Journal of Computational and Applied Mathematics
publication date: 2008-11-06T00:00:00Z
Mathematics Subject Classification ID: 91G60
Mathematics Subject Classification ID: 91G20
Mathematics Subject Classification ID: 35K99
Mathematics Subject Classification ID: 35Q91
Mathematics Subject Classification ID: 65M06
zbMATH DE Number: 5362084
zbMATH Keywords: two-factor models
zbMATH Keywords: variable interest rate
zbMATH Keywords: numerical simulation
MaRDI profile type: Publication
full work available at URL: j.cam.2007.10.014
OpenAlex ID: W1988274297
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cites work: Interest-rate option models: understanding, analysing and using models for exotic interest-rate options.
cites work: An equilibrium characterization of the term structure
cites work: The Mathematics of Financial Derivatives
DOI: 10.1016/J.CAM.2007.10.014
description: scientific article; zbMATH DE number 5362084