scientific article; zbMATH DE number 7156594

zbMath1449.91171MaRDI QIDQ5210199

Liang Jiang, Shen Liu

Publication date: 22 January 2020

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

regularizationMonte Carlo simulationvolatilityHJM model

Mathematics Subject Classification ID

Numerical methods (including Monte Carlo methods) (91G60) Monte Carlo methods (65C05) Interest rates, asset pricing, etc. (stochastic models) (91G30)

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