@article{pdesforpricinginterestratederivatives, title = {PDEs for pricing interest rate derivatives under the new generalized Forward Market Model (FMM)}, author = {J. G. López-Salas and S. Pérez-Rodríguez and C. Vázquez}, year = {2024}, eprint = {2408.02289}, archivePrefix = {arXiv}, url = {https://arxiv.org/abs/2408.02289v1}, }