Pages that link to "Item:Q1887921"
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The following pages link to A volatility decomposition control variate technique for Monte Carlo simulations of Heath-Jarrow-Morton models (Q1887921):
Displaying 5 items.
- A cyclical square-root model for the term structure of interest rates (Q299796) (← links)
- Modelling the evolution of credit spreads using the Cox process within the HJM framework: a CDS option pricing model (Q621671) (← links)
- Efficient simulation and calibration of general HJM models by splitting schemes (Q2873141) (← links)
- Least-square-based control variate method for pricing options under general factor models (Q5031850) (← links)
- A Control Variate Method for Monte Carlo Simulations of Heath–Jarrow–Morton Models with Jumps (Q5440089) (← links)