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Hunter, Chris
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Risk : managing risk in the world's financial markets
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Interest rates: Getting the drift An investigation of the predictor-corrector method - an alternative to conventional Euler-stepping in BGM model Monte Carlo simulations.
Hunter, Chris
;
Jäckel, Peter
;
Joshi, Mark
- In:
Risk : managing risk in the world's financial markets
14
(
2001
)
7
,
pp. 81-86
Persistent link: https://www.econbiz.de/10007042218
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