A study of the solution to the Riccati equation in term structure modelling
Januj Juneja
| Year of publication: |
2013
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|---|---|
| Authors: | Juneja, Januj |
| Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 1077973-5. - Vol. 23.2013, 22/24, p. 1797-1803
|
| Subject: | computational methods | yield curve | Monte Carlo simulation | optimization | Zinsstruktur | Yield curve | Monte-Carlo-Simulation | Simulation | Optionspreistheorie | Option pricing theory |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010337262