---
title: PDEs for pricing interest rate derivatives under the new generalized Forward Market Model (FMM)
url: https://www.ml-quant.com/papers/doi/10-1016-j-camwa-2024-06-010/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: doi:10.1016/j.camwa.2024.06.010
source_url: http://dx.doi.org/10.1016/j.camwa.2024.06.010
featured: 2024-08-07
citations: 2
topic: Derivatives & Volatility
---


# 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.

- Source: http://dx.doi.org/10.1016/j.camwa.2024.06.010
- Identifier: doi:10.1016/j.camwa.2024.06.010
- Released: 2024-08-05
- First featured: Quant Letter No. 60 (2024-08-07): https://www.ml-quant.com/issues/2024-08-07/
- Citations (Semantic Scholar): 2
- Published in: Comput. Math. Appl.
- Topic: Derivatives & Volatility

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