PAPERS - Numerical intergration of mean reverting stochastic systems with applications to interest rate term structure simulation
| Year of publication: |
1999
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|---|---|
| Authors: | Morokoff, William J. |
| Published in: |
Applied mathematical finance. - London : Routledge, ISSN 1350-486X, ZDB-ID 12824094. - Vol. 6.1999, 1, p. 19-28
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