"AMFR-W numerical methods for solving high dimensional SABR/LIBOR PDE models."

José G. López-Salas, Soledad Pérez-Rodríguez, Carlos Vázquez (2024)

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DOI: 10.48550/ARXIV.2408.00559

access: open

type: Informal or Other Publication

metadata version: 2024-09-06

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  - journals/corr/abs-2408-00559
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  - https://dblp.org/rec/journals/corr/abs-2408-00559
José G. López-Salas, Soledad Pérez-Rodríguez, Carlos Vázquez:
AMFR-W numerical methods for solving high dimensional SABR/LIBOR PDE models. CoRR abs/2408.00559 (2024)

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