Bond Pricing with Jumps and Monte Carlo Simulation

DOI10.1007/11758501_9zbMATH Open1155.91354OpenAlexW1535462923MaRDI QIDQ3545008FDOQ3545008

Moonseong Kim, Kisoeb Park, Seki Kim

Publication date: 9 December 2008

Published in: Computational Science – ICCS 2006 (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/11758501_9

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Microeconomic theory (price theory and economic markets) (91B24)

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