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~isPartOf:"Research paper / Quantitative Finance Research Centre, University of Technology Sydney"
~person:"Baldeaux, Jan"
~person:"Schlögl, Erik"
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
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Detecting money market bubbles
Baldeaux, Jan
;
Ignatieva, Ekaterina
;
Platen, Eckhard
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2016
Persistent link: https://www.econbiz.de/10011778131
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Quasi- Monte Carol methods for the Heston model
Baldeaux, Jan
;
Roberts, Dale
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2012
Persistent link: https://www.econbiz.de/10009564454
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A control variate method for Monte Carlo simulations of Heath-Jarrow-Morton models with jumps
Chiarella, Carl
;
Nikitopoulos, Christina Sklibosios
; …
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2005
Persistent link: https://www.econbiz.de/10003194455
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