"Numerical solution of a PDE model for a ratchet-cap pricing with BGM ..."

M. Suárez-Taboada, Carlos Vázquez (2012)

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DOI: 10.1016/J.AMC.2011.11.004

access: closed

type: Journal Article

metadata version: 2020-02-21

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  - https://dblp.org/rec/journals/amc/Suarez-TaboadaV12
M. Suárez-Taboada, Carlos Vázquez:
Numerical solution of a PDE model for a ratchet-cap pricing with BGM interest rate dynamics. Appl. Math. Comput. 218(9): 5217-5230 (2012)

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