"Approximation and application of the Musiela stochastic PDE in forward ..."

Jungmin Choi, Max D. Gunzburger (2012)

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DOI: 10.1080/00207160.2012.673596

access: closed

type: Journal Article

metadata version: 2019-10-24

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Jungmin Choi, Max D. Gunzburger:
Approximation and application of the Musiela stochastic PDE in forward rate models. Int. J. Comput. Math. 89(9): 1269-1280 (2012)

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