Efficient Simulation and Calibration of General HJM Models by Splitting Schemes (Q2873141)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Efficient Simulation and Calibration of General HJM Models by Splitting Schemes |
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Efficient Simulation and Calibration of General HJM Models by Splitting Schemes (English)
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23 January 2014
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Heath-Jarrow-Morton equation
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interest rate theory
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Feller condition
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quasi-Monte Carlo
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splitting scheme
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