Fast resolution of a single factor Heath-Jarrow-Morton model with stochastic volatility (Q654788): Difference between revisions
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Revision as of 17:06, 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 |
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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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