✦ LIBER ✦

Finite volume difference scheme for a degenerate parabolic equation in the zero-coupon bond pricing

✍ Scribed by T. Chernogorova; R. Valkov

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Finite difference scheme for a singularl

✍ Cordero, N.; Cronin, K.; Shishkin, G.; Shishkina, L.; Stynes, M. 📂 Article 📅 2008 🏛 Vilnius Gediminas Technical University 🌐 English ⚖ 255 KB

Finite Difference Schemes for the "Parab

✍ Akrivis, G. D.; Dougalis, V. A.; Zouraris, G. E. 📂 Article 📅 2001 🏛 Society for Industrial and Applied Mathematics 🌐 English ⚖ 292 KB