PDEs for pricing interest rate derivatives under the new generalized Forward Market Model (FMM)
The paper discusses the use of partial differential equations in pricing interest rate derivatives under the generalized Forward Market Model.
Featured in No. 60 on 7 Aug 2024 · 2 days after release · 2 citations today · published in Comput. Math. Appl.
- Released
- 5 Aug 2024
- First featured
- No. 60 · 7 Aug 2024
- Citations (Semantic Scholar)
- 2
- Influential citations
- 0
- Published in
- Comput. Math. Appl.
- Shares when featured
- 7
- Identifier
- doi:10.1016/j.camwa.2024.06.010
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