Boundary Values and Finite Difference Methods for the Single Factor Term Structure Equation
| Year of publication: |
2009
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|---|---|
| Authors: | Ekstrom, Erik ; Lotstedt, Per ; Tysk, Johan |
| Published in: |
Applied mathematical finance. - London : Routledge, ISSN 1350-486X, ZDB-ID 12824094. - Vol. 16.2009, 3, p. 253-260
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