Wiener-Poisson chaos expansion and numerical solutions of the Heath-Jarrow-Morton interest rate model (Q2629200)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Wiener-Poisson chaos expansion and numerical solutions of the Heath-Jarrow-Morton interest rate model |
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Wiener-Poisson chaos expansion and numerical solutions of the Heath-Jarrow-Morton interest rate model (English)
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5 July 2016
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stochastic hyperbolic PDEs
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Wiener-Poisson chaos
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Heath-Jarrow-Morton model
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Teugels polynomials
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Kailath-Segall polynomials
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numerical methods
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