Kernel-based collocation methods for Heath-Jarrow-Morton models with Musiela parametrization (Q5086713)
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scientific article; zbMATH DE number 7554007
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| English | Kernel-based collocation methods for Heath-Jarrow-Morton models with Musiela parametrization |
scientific article; zbMATH DE number 7554007 |
Statements
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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0.7888050079345703
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0.7699659466743469
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0.7612867951393127
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0.7484527230262756
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