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A numerical method for pricing spread options on LIBOR rate..:
Suárez-Taboada, M.
;
Vázquez, C.
Mathematical and Computer Modelling. 52 (2010) 7-8 - p. 1074-1080 , 2010
Link:
https://doi.org/10.1016/j.mcm.2010.03.023
RT Journal T1 <Title>A numerical method for pricing spread options on LIBOR rates with a PDE model</Title> UL https://suche.suub.uni-bremen.de/peid=cr-10.1016_j.mcm.2010.03.023&Exemplar=1&LAN=DE A1 Suárez-Taboada, M. A1 Vázquez, C. PB Elsevier BV YR 2010 SN 0895-7177 JF Mathematical and Computer Modelling VO 52 IS 7-8 SP 1074 OP 1080 LK http://dx.doi.org/https://doi.org/10.1016/j.mcm.2010.03.023 DO https://doi.org/10.1016/j.mcm.2010.03.023 SF ELIB - SuUB Bremen
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