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Stochastic Simulation Method for the Term Structure Models with Jump - MaRDI portal

Stochastic Simulation Method for the Term Structure Models with Jump (Q3600184)

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Stochastic Simulation Method for the Term Structure Models with Jump
scientific article

    Statements

    title
    Stochastic Simulation Method for the Term Structure Models with Jump (English)
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    author
    Kisoeb Park
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    Moonseong Kim
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    Seki Kim
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    publication date
    10 February 2009
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    Identifiers

    DOI
    10.1007/11751595_110
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    Mathematics Subject Classification ID
    91G60
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    65C05
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    65C30
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    zbMATH DE Number
    5505328
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    OpenAlex ID
    W1814237397
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