Wiener–Poisson chaos expansion and numerical solutions of the Heath–Jarrow–Morton interest rate model
Crossref DOI link: https://doi.org/10.1007/s40072-015-0066-6
Published Online: 2015-11-16
Published Print: 2016-06
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Kalpinelli, Evangelia A.
Frangos, Nikolaos E.
Funding for this research was provided by:
Athens University of Economics and Business
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