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PDE formulation of some SABR/LIBOR market models and its numerical solution with a sparse grid combination technique

Fuente: arXiv

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Detalles Bibliográficos
Autores principales:	López-Salas, J. G., Vázquez, C.
Formato:	Preprint
Publicado:	2024
Materias:	Analysis of PDEs
Acceso en línea:	Acceder al recurso
Etiquetas:	Agregar Etiqueta Sin Etiquetas, Sea el primero en etiquetar este registro!

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