Kernel-based collocation methods for Heath–Jarrow–Morton models with Musiela parametrization (Q5086713)
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scientific article; zbMATH DE number 7554007
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Kernel-based collocation methods for Heath–Jarrow–Morton models with Musiela parametrization |
scientific article; zbMATH DE number 7554007 |
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Kernel-based collocation methods for Heath–Jarrow–Morton models with Musiela parametrization (English)
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7 July 2022
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Heath-Jarrow-Morton models
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Musiela parametrization
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kernel-based interpolation
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collocation methods
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