Fast resolution of a single factor Heath-Jarrow-Morton model with stochastic volatility (Q654788)
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scientific article; zbMATH DE number 5991224
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| English | Fast resolution of a single factor Heath-Jarrow-Morton model with stochastic volatility |
scientific article; zbMATH DE number 5991224 |
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Fast resolution of a single factor Heath-Jarrow-Morton model with stochastic volatility (English)
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21 December 2011
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quantitative finance
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computational finance
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numerical methods for PDE
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0.8232284188270569
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0.7917352914810181
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0.7899434566497803
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0.7884556651115417
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0.7850069403648376
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