✦ LIBER ✦
A volatility decomposition control variate technique for Monte Carlo simulations of Heath Jarrow Morton models
✍ Scribed by Carl Chiarella; Les Clewlow; Silvana Musti
- Book ID
- 108116720
- Publisher
- Elsevier Science
- Year
- 2005
- Tongue
- English
- Weight
- 303 KB
- Volume
- 161
- Category
- Article
- ISSN
- 0377-2217
No coin nor oath required. For personal study only.