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A control variate method for Monte Carlo simulations of Heath-Jarrow-Morton models with jumps
Chiarella, Carl; Nikitopoulos, Christina Sklibosios; … - In: Applied mathematical finance 14 (2007) 5, pp. 365-399
Persistent link: https://www.econbiz.de/10003637449
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A square root interest rate model fitting discrete initial term structure data
Schlögl, Erik; Schlögl, Lutz - In: Applied mathematical finance 7 (2000) 3, pp. 183-209
Persistent link: https://www.econbiz.de/10001590502
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A square root interest rate model fitting discrete initial term structure data
Schlögl, Erik; Schlögl, Lutz - In: Applied mathematical finance 7 (2000) 3, pp. 183-210
Persistent link: https://www.econbiz.de/10008217267
Cover Image
A Control Variate Method for Monte Carlo Simulations of Heath-Jarrow-Morton Models with Jumps
Chiarella, Carl; Sklibosios, Christina Nikitopoulos; … - In: Applied mathematical finance 14 (2007) 5, pp. 365-400
Persistent link: https://www.econbiz.de/10008221447