2 citations · 3 across the 7 of their papers we have counts for
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q-fin.MF2022★ 1 cited
Linear and Nonlinear Partial Integro-Differential Equations arising from Finance
Jose Cruz, Maria Grossinho, Daniel Sevcovic +1
The purpose of this review paper is to present our recent results on nonlinear and nonlocal mathematical models arising from modern financial mathematics. It is based on our four p…
q-fin.MF2016★ 2 cited
Numerical and analytical methods for bond pricing in short rate convergence models of interest rates
Zuzana Buckova, Beata Stehlikova, Daniel Sevcovic
In this survey paper we discuss recent advances on short interest rate models which can be formulated in terms of a stochastic differential equation for the instantaneous interest…