Menoukeu-Pamen, Olivier ORCID: 0000-0001-9306-3155, Xu, Guangli and Zhuo, Xiaoyang
ORCID: 0000-0002-1735-4847
(2023)
Finite difference scheme versus piecewise binomial lattice for interest rates under the skew CEV model.
Quantitative Finance, 23 (5).
pp. 843-862.
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Official URL: http://dx.doi.org/10.1080/14697688.2023.2174040
Item Type: | Article |
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Divisions: | Faculty of Science and Engineering > School of Physical Sciences |
Depositing User: | Symplectic Admin |
Date Deposited: | 17 Mar 2023 11:35 |
Last Modified: | 15 May 2023 03:05 |
DOI: | 10.1080/14697688.2023.2174040 |
Related URLs: | |
URI: | https://livrepository.liverpool.ac.uk/id/eprint/3169143 |
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