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"A comparison of asymptotic analytical formulae with finite-difference ..."

Tatiana Paraskevova Chernogorova, Beáta Stehlíková (2012)

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DOI: 10.1007/S11075-011-9505-2

access: closed

type: Journal Article

metadata version: 2020-04-25

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  - journals/na/ChernogorovaS12
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  - https://dblp.org/rec/journals/na/ChernogorovaS12
Tatiana Paraskevova Chernogorova, Beáta Stehlíková:
A comparison of asymptotic analytical formulae with finite-difference approximations for pricing zero coupon bond. Numer. Algorithms 59(4): 571-588 (2012)

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