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Discretization of deflated bond prices - MaRDI portal

Discretization of deflated bond prices (Q4507957)

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scientific article; zbMATH DE number 1515472
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English
Discretization of deflated bond prices
scientific article; zbMATH DE number 1515472

    Statements

    title
    Discretization of deflated bond prices (English)
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    author
    Paul Glasserman
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    Hui Wang
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    publication date
    24 November 2002
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    zbMATH Keywords
    interest rate models
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    Monte Carlo methods
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    discretization
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    martingales
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    Identifiers

    zbMATH DE Number
    1515472
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    OpenAlex ID
    W2030426250
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