Fast resolution of a single factor Heath-Jarrow-Morton model with stochastic volatility (Q654788): Difference between revisions

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Latest revision as of 18:20, 4 July 2024

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Fast resolution of a single factor Heath-Jarrow-Morton model with stochastic volatility
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    Fast resolution of a single factor Heath-Jarrow-Morton model with stochastic volatility (English)
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    21 December 2011
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    quantitative finance
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    computational finance
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    numerical methods for PDE
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