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Kernel-based collocation methods for Heath–Jarrow–Morton models with Musiela parametrization - MaRDI portal

Kernel-based collocation methods for Heath–Jarrow–Morton models with Musiela parametrization (Q5086713)

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scientific article; zbMATH DE number 7554007
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English
Kernel-based collocation methods for Heath–Jarrow–Morton models with Musiela parametrization
scientific article; zbMATH DE number 7554007

    Statements

    title
    Kernel-based collocation methods for Heath–Jarrow–Morton models with Musiela parametrization (English)
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    author
    Yuki Kinoshita
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    Yumiharu Nakano
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    published in
    Stochastics
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    publication date
    7 July 2022
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    zbMATH Keywords
    Heath-Jarrow-Morton models
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    Musiela parametrization
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    kernel-based interpolation
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    collocation methods
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    cites work
    Q2790538
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    Q2771110
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    Q4503895
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    Identifiers

    zbMATH DE Number
    7554007
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    OpenAlex ID
    W3089129848
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    arXiv ID
    1809.05643
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