@ARTICLE{26543120_43988321_2011, 
	author = {Nail' Makuev and Alexey Shvedov}, 
	keywords = {, stochastic interest rate, term structure equationfinite difference method},
	title = {On the Evaluation of Interest Rate Derivatives by Numerical Solution of Term Structure Equation},
	journal = {HSE Economic Journal },
	year = {2011},
	volume = {15},
	number = {3},
	pages = {374-382},
	url = {https://ej.hse.ru/en/2011-15-3/43988321.html},
	publisher = {},
	abstract = {In this work we compare the central difference scheme and so-called mixed scheme that covers the case of dominating convection. We present an example when precision of the mixed scheme is more than ten times higher than that of central difference scheme.},
	annote = {In this work we compare the central difference scheme and so-called mixed scheme that covers the case of dominating convection. We present an example when precision of the mixed scheme is more than ten times higher than that of central difference scheme.}
}