Finite difference scheme versus piecewise binomial lattice for interest rates under the skew CEV model



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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Item Type: Article
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