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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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Showing 2022Show all

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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…