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Quantitative Finance
Volume 23, 2023 - Issue 5
Research Papers
Finite difference scheme versus piecewise binomial lattice for interest rates under the skew CEV model
Olivier Menoukeu-Pamen† Institute for Financial and Actuarial Mathematics, Department of Mathematical Sciences, University of Liverpool, Liverpool, UK;‡ African Institute for Mathematical Sciences, Accra, Ghana
https://orcid.org/0000-0001-9306-3155View further author information
https://orcid.org/0000-0001-9306-3155View further author information, & Xiaoyang Zhuo¶ School of Management and Economics, Beijing Institute of Technology, Beijing, People's Republic of ChinaCorrespondence[email protected]
https://orcid.org/0000-0002-1735-4847View further author information
https://orcid.org/0000-0002-1735-4847View further author information