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~subject:"Einführung"
~subject:"Monte-Carlo-Simulation"
~isPartOf:"The journal of computational finance"
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Wiener chaos expansion and numerical solutions of the Heath-Jarrow-Morton interest rate model
Kalpinelli, Evangelia A.
;
Frangos, Nikolaos E.
; …
- In:
The journal of computational finance
19
(
2016
)
4
,
pp. 1-27
Persistent link: https://www.econbiz.de/10011603168
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Numerical analysis of Monte Carlo evaluation of Greeks by finite differences
Milʹstejn, Grigorij N.
;
Tretʹjakov, Michail V.
- In:
The journal of computational finance
8
(
2004/2005
)
3
,
pp. 1-33
Persistent link: https://www.econbiz.de/10002996502
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