Monte Carlo Euler approximations of HJM term structure financial models

Bjork, Tomas and Szepessy, Anders and Tempone, Raul and Zouraris, Georgios (2012) Monte Carlo Euler approximations of HJM term structure financial models. (Submitted)

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Item Type: Article
Subjects: Q Science > QA Mathematics
Depositing User: Dr Georgios Zouraris
Date Deposited: 24 Oct 2012 11:35
Last Modified: 05 May 2017 13:48
URI: http://preprints.acmac.uoc.gr/id/eprint/149

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