M. Suárez-Taboada, C. Vázquez. Numerical solution of a PDE model for a ratchet-cap pricing with BGM interest rate dynamics. Applied Mathematics and Computation, 218(9):5217-5230, 2012. [doi]
@article{Suarez-TaboadaV12,
title = {Numerical solution of a PDE model for a ratchet-cap pricing with BGM interest rate dynamics},
author = {M. Suárez-Taboada and C. Vázquez},
year = {2012},
doi = {10.1016/j.amc.2011.11.004},
url = {http://dx.doi.org/10.1016/j.amc.2011.11.004},
researchr = {https://researchr.org/publication/Suarez-TaboadaV12},
cites = {0},
citedby = {0},
journal = {Applied Mathematics and Computation},
volume = {218},
number = {9},
pages = {5217-5230},
}