Kernel-based collocation methods for Heath–Jarrow–Morton models with Musiela parametrization
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Publication:5086713
DOI10.1080/17442508.2020.1817024zbMath1496.60082arXiv1809.05643OpenAlexW3089129848MaRDI QIDQ5086713
Yuki Kinoshita, Yumiharu Nakano
Publication date: 7 July 2022
Published in: Stochastics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1809.05643
Applications of stochastic analysis (to PDEs, etc.) (60H30) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35)
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