A PDE based Implementation of the Hull&White Model for Cashflow Derivatives
Crossref DOI link: https://doi.org/10.1007/BF03354607
Published Online: 2015-02-26
Published Print: 2003-09
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Meyer, Sascha
Schwarz, Willi
Text and Data Mining valid from 2003-09-01
Article History
First Online: 26 February 2015