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Boundary values and finite difference methods for the single factor term structure equation
Uppsala University, Disciplinary Domain of Science and Technology, Mathematics and Computer Science, Department of Mathematics, Analysis and Applied Mathematics.
Uppsala University, Disciplinary Domain of Science and Technology, Mathematics and Computer Science, Department of Information Technology, Division of Scientific Computing. Uppsala University, Disciplinary Domain of Science and Technology, Mathematics and Computer Science, Department of Information Technology, Numerical Analysis.
Uppsala University, Disciplinary Domain of Science and Technology, Mathematics and Computer Science, Department of Mathematics, Analysis and Applied Mathematics.
2009 (English)In: Applied Mathematical Finance, ISSN 1350-486X, E-ISSN 1433-4313, Vol. 16, 253-259 p.Article in journal (Refereed) Published
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2009. Vol. 16, 253-259 p.
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Computational Mathematics
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URN: urn:nbn:se:uu:diva-105977DOI: 10.1080/13504860802584004OAI: oai:DiVA.org:uu-105977DiVA: diva2:223065
Available from: 2009-06-10 Created: 2009-06-10 Last updated: 2017-12-13Bibliographically approved

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Ekström, ErikLötstedt, PerTysk, Johan

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