A PDE based Implementation of the Hull&White Model for...

Computational Statistics 2003 / 9 Vol. 18; Iss. 3

A PDE based Implementation of the Hull&White Model for Cashflow Derivatives

Meyer, Sascha, Schwarz, Willi
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Volume:
18
Language:
english
Journal:
Computational Statistics
DOI:
10.1007/BF03354607
Date:
September, 2003
File:
PDF, 894 KB
english, 2003
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