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An Improved Finite Difference Approach to Fitting the Initial Term Structure
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Publications
An Improved Finite Difference Approach to Fitting the Initial Term Structure
An Improved Finite Difference Approach to Fitting the Initial Term Structure
KV
Kenneth R. Vetzal
Kenneth R. Vetzal
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31 March 1998
journal article
Published by
With Intelligence LLC
in
The Journal of Fixed Income
Vol. 7
(4)
,
62-81
https://doi.org/10.3905/jfi.1998.408222
Abstract
No abstract available
Keywords
INITIAL TERM
TERM STRUCTURE
IMPROVED FINITE DIFFERENCE
FINITE DIFFERENCE APPROACH
FITTING THE INITIAL
Cited by 13 articles