MATHEMATICAL ANALYSIS AND NUMERICAL METHODS FOR A PARTIAL DIFFERENTIAL EQUATIONS MODEL GOVERNING A RATCHET CAP PRICING IN THE LIBOR MARKET MODEL.
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| Title: | MATHEMATICAL ANALYSIS AND NUMERICAL METHODS FOR A PARTIAL DIFFERENTIAL EQUATIONS MODEL GOVERNING A RATCHET CAP PRICING IN THE LIBOR MARKET MODEL. |
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| Authors: | PASCUCCI, A.1 pascucci@dm.unibo.it, SUÁREZ-TABOADA, M.2 mariasuarez@udc.es, VÁZQUEZ, C.2 carlosv@udc.es, Bellomo, N. |
| Source: | Mathematical Models & Methods in Applied Sciences. Jul2011, Vol. 21 Issue 7, p1479-1498. 20p. |
| Database: | Mathematics Source |
| ISSN: | 02182025 |
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| DOI: | 10.1142/S0218202511005465 |
