Artigo · Revista · 2023

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

Olivier Menoukeu-Pamen, Guangli Xu, Xiaoyang Zhuo

Quantitative Finance

• Acesso fechado
• Internacional · 3 países

Ir para a editora10.1080/14697688.2023.2174040