Numerical integration of mean reverting stochastic systems...

Numerical integration of mean reverting stochastic systems with applications to interest rate term structure simulation

Morokoff, William J.
How much do you like this book?
What’s the quality of the file?
Download the book for quality assessment
What’s the quality of the downloaded files?
Volume:
6
Language:
english
Journal:
Applied Mathematical Finance
DOI:
10.1080/135048699334591
Date:
March, 1999
File:
PDF, 285 KB
english, 1999
Conversion to is in progress
Conversion to is failed