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20102024
most citedNumerical and analytical methods for bond pricing in short rate convergence models of interest rates

2 citations · 3 across the 10 of their papers we have counts for

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q-fin.CP2010

On a numerical approximation scheme for construction of the early exercise boundary for a class of nonlinear Black-Scholes equations

Daniel Sevcovic

The purpose of this paper is to construct the early exercise boundary for a class of nonlinear Black--Scholes equations with a nonlinear volatility depending on the option price. W…