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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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