Fast resolution of a single factor Heath-Jarrow-Morton model with stochastic volatility (Q654788): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Removed claims |
||
| Property / author | |||
| Property / author: Eusebio Valero / rank | |||
| Property / author | |||
| Property / author: Lucas Lacasa / rank | |||
| Property / author | |||
| Property / author: François Fraysse / rank | |||
Revision as of 16:06, 15 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Fast resolution of a single factor Heath-Jarrow-Morton model with stochastic volatility |
scientific article |
Statements
Fast resolution of a single factor Heath-Jarrow-Morton model with stochastic volatility (English)
0 references
21 December 2011
0 references
quantitative finance
0 references
computational finance
0 references
numerical methods for PDE
0 references
