Search Results

• A Front-Fixing Finite Element Method for the Valuation of American Put Options on Zero-Coupon Bonds

  A. D. Holmes, H. Yang

  2012-09-01

  32852 2604 Pages:777-792

• American Put Options on Zero-Coupon Bonds and a Parabolic Free Boundary Problem

  Hongtao Yang

  2004-01-01

  31323 2597 Pages:203-215

• Approximate Formulae for Pricing Zero-Coupon Bonds and Their Asymptotic Analysis

  B. Stehlikova & D. Sevcovic

  2009-06-01

  30832 2663 Pages:274-283

• Pricing European Options on Zero-Coupon Bonds with a Fitted Finite Volume Method

  Kai Zhang, Xiao-Qi Yang

  2017-06-01

  32527 2739 Pages:405-418

• A Semi Discrete Model for Mortgage Valuation and Its Computation by an Adaptive Finite Element Method

  Dejun Xie, Shangyou Zhang

  2016-11-08

  32359 2787 Pages:831-851