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:	Publisher
URI:	https://livrepository.liverpool.ac.uk/id/eprint/3169143