Article · Journal · 2023

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

Quantitative Finance

Citations: 1from other works
Field-weighted impact: 0.241.00 is the world average for its field and year
Among its field: 53rd percentileby citations, against works of its field and year
Authors: 3from 4 institutions

Authors

3 authors across 4 institutions in 3 countries