The question is shown above. Anyone can help me?
$\begingroup$
$\endgroup$
8
-
$\begingroup$ Please see here: quant.stackexchange.com/questions/46472/… $\endgroup$– Magic is in the chainCommented Sep 20, 2019 at 15:05
-
$\begingroup$ Sorry, I still confused about how to use PDE approach, can u give me some related reference?? $\endgroup$– Lai Chi KitCommented Sep 22, 2019 at 12:27
-
$\begingroup$ Please see the detailed steps here: quantpie.co.uk/srm/vasicek_price_pde.php . PS (and declaration): I contribute to this site and channel $\endgroup$– Magic is in the chainCommented Sep 22, 2019 at 12:42
-
$\begingroup$ The question I showed is a(T-t) and b(T-t), Is it the typo mistake?. Or it should be a(t,T) and b(t,T)? $\endgroup$– Lai Chi KitCommented Sep 22, 2019 at 13:21
-
$\begingroup$ It should be a function of t and T $\endgroup$– Magic is in the chainCommented Sep 22, 2019 at 13:23
|
Show 3 more comments