Incorporating boundary conditions in a stochastic volatility model for the numerical approximation of bond prices

  1. Gómez-Valle, L.
  2. López-Marcos, M.Á.
  3. Martínez-Rodríguez, J.
Aldizkaria:
Mathematical Methods in the Applied Sciences

ISSN: 1099-1476,  0170-4214

Argitalpen urtea: 2020

Alea: 43

Zenbakia: 14

Orrialdeak: 7993-8005

Mota: Biltzar ekarpena

DOI: 10.1002/MMA.5815 GOOGLE SCHOLAR lock_openUVADOC editor