Wiener–Poisson chaos expansion and numerical solutions of...

Stochastic Partial Differential Equations: Analysis and Computations 2016 / 6 Vol. 4; Iss. 2

Wiener–Poisson chaos expansion and numerical solutions of the Heath–Jarrow–Morton interest rate model

Kalpinelli, Evangelia A., Frangos, Nikolaos E.
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Volume:
4
Language:
english
Journal:
Stochastic Partial Differential Equations: Analysis and Computations
DOI:
10.1007/s40072-015-0066-6
Date:
June, 2016
File:
PDF, 765 KB
english, 2016
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