On Monte Carlo Simulation for the HJM Model Based on Jump (Q3545009)

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On Monte Carlo Simulation for the HJM Model Based on Jump
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    title
    On Monte Carlo Simulation for the HJM Model Based on Jump (English)
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    DOI
    10.1007/11758501_10
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    author
    Kisoeb Park
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    Moonseong Kim
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    Seki Kim
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    publication date
    9 December 2008
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    Mathematics Subject Classification ID
    91B24
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    91B28
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    65C05
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    zbMATH DE Number
    5379617
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