Pages that link to "Item:Q2376868"
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The following pages link to Monte Carlo Euler approximations of HJM term structure financial models (Q2376868):
Displaying 4 items.
- A volatility decomposition control variate technique for Monte Carlo simulations of Heath-Jarrow-Morton models (Q1887921) (← links)
- Efficient simulation and calibration of general HJM models by splitting schemes (Q2873141) (← links)
- Convergence Rates for Adaptive Weak Approximation of Stochastic Differential Equations (Q5316801) (← links)
- In memoriam: Tomas Björk (1947--2021). On his career and beyond (Q6074004) (← links)