Chawla, Man M. Boundary conditions for the solution of bond pricing equation by finite differences. (English) Zbl 1258.91218 Int. J. Appl. Math. 25, No. 1, 59-81 (2012). MSC: 91G60 91B25 35Q91 65M06 PDFBibTeX XMLCite \textit{M. M. Chawla}, Int. J. Appl. Math. 25, No. 1, 59--81 (2012; Zbl 1258.91218)
Privault, Nicolas An elementary introduction to stochastic interest rate modeling. 2nd ed. (English) Zbl 1248.91002 Advanced Series on Statistical Science & Applied Probability 16. Hackensack, NJ: World Scientific (ISBN 978-981-4390-85-9/hbk; 978-981-4390-86-6/ebook). xiii, 228 p. (2012). Reviewer: Yuliya S. Mishura (Kyïv) MSC: 91-01 91B24 91G30 60H05 60H30 PDFBibTeX XMLCite \textit{N. Privault}, An elementary introduction to stochastic interest rate modeling. 2nd ed. Hackensack, NJ: World Scientific (2012; Zbl 1248.91002) Full Text: Link