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subject:"Zinsstruktur"
~isPartOf:"Annals of operations research"
~isPartOf:"Research paper / Quantitative Finance Research Centre, University of Technology Sydney"
~subject:"Monte Carlo simulation"
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Zinsstruktur
Monte Carlo simulation
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Annals of operations research
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
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Modelling the evolution of credit spreads using the Cox process within the HJM framework : a CDS option pricing model
Chiarella, Carl
;
Fanelli, Viviana
;
Musti, Silvana
-
2009
Persistent link: https://www.econbiz.de/10008662364
Saved in:
2
Distributional deviations in random number generation in finance
Chavez, Sergio
;
Platen, Eckhard
-
2008
Persistent link: https://www.econbiz.de/10003857127
Saved in:
3
Modelling the evolution of credit spreads using the Cox process within the HUM framework : a CDS option pricing model
Chiarella, Carl
;
Fanelli, Viviana
;
Musti, Silvana
-
2008
Persistent link: https://www.econbiz.de/10003857131
Saved in:
4
Multilevel Monte Carlo for stochastic differential equations with additive fractional noise
Kloeden, Peter E.
;
Neuenkirch, Andreas
;
Pavani, Raffaella
-
2011
Persistent link: https://www.econbiz.de/10009305696
Saved in:
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