The following pages link to (Q4503895):
Displaying 3 items.
- Singular perturbations and asymptotic expansions for SPDEs with an application to term structure models (Q2097017) (← links)
- A model of the term structure of interest rates based on Lévy fields (Q2485808) (← links)
- Kernel-based collocation methods for Heath–Jarrow–Morton models with Musiela parametrization (Q5086713) (← links)