"An artificial boundary method for the Hull-White model of American ..."

Hoi Ying Wong, Jing Zhao (2011)

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DOI: 10.1016/J.AMC.2010.11.015

access: closed

type: Journal Article

metadata version: 2020-02-21

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Hoi Ying Wong, Jing Zhao:
An artificial boundary method for the Hull-White model of American interest rate derivatives. Appl. Math. Comput. 217(9): 4627-4643 (2011)

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