A comparison of asymptotic analytical formulae with finite-difference approximations for pricing zero coupon bond
Tatiana Paraskevova Chernogorova, Beata StehlíkováVolume:
59
Language:
english
Pages:
18
DOI:
10.1007/s11075-011-9505-2
Date:
April, 2012
File:
PDF, 389 KB
english, 2012