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.
Revue:
Mathematical Methods in the Applied Sciences

ISSN: 1099-1476,  0170-4214

Année de publication: 2020

Volumen: 43

Número: 14

Pages: 7993-8005

Type: Communication dans un congrès

DOI: 10.1002/MMA.5815 GOOGLE SCHOLAR lock_openUVADOC editor