Numerical solution of a PDE model for a ratchet-cap pricing with BGM interest rate dynamics

  1. Suárez-Taboada, M.
  2. Vázquez, C.
Journal:
Applied Mathematics and Computation

ISSN: 0096-3003

Year of publication: 2012

Volume: 218

Issue: 9

Pages: 5217-5230

Type: Article

DOI: 10.1016/J.AMC.2011.11.004 GOOGLE SCHOLAR
Data source: Scopus