Finite difference scheme versus piecewise binomial lattice for interest rates under the skew CEV model

Olivier Menoukeu-Pamen, Guangli Xu, Xiaoyang Zhuo

Year of publication:	2023
Authors:	Menoukeu-Pamen, Olivier ; Xu, Guangli ; Zhuo, Xiaoyang
Subject:	Binomial lattice \| Bond pricing \| Finite difference \| Regulated market \| Skew CEV model \| Zinsstruktur \| Yield curve \| Anleihe \| Bond \| Zins \| Interest rate \| Optionspreistheorie \| Option pricing theory \| Derivat \| Derivative

Online Resource

Check full text access |

More access options

doi.org

Check Google Scholar

Which error do you want to report?

Report: URL of this record is broken

Please note: Sometimes more than one URL is available for a resource. Please click on "More Options" to display these URLs

Report: Addition of an URL to that resource

Please note: Sometimes more than one URL is available for a resource. Please click on "More Options" to display these URLs

Report: The language(s) of that resource is/are…

Please note: Required language not in the list? Please use comment field

Report: Addition of an identifier to that resource

Report: report typo

Report: Add statement

Report: Add keywords

Please use the commentary box to describe other errors

Would you like to receive a feedback?

Commentary

Please type the code from the image

For general questions please use this address.

Persistent link: https://www.econbiz.de/10014304369

A service of the