Monte Carlo Euler approximations of HJM term structure financial models

Tomas Björk, Anders Szepessy, Raul Tempone, Georgios E. Zouraris

Research output: Contribution to journalArticlepeer-review

1 Scopus citations

Fingerprint

Dive into the research topics of 'Monte Carlo Euler approximations of HJM term structure financial models'. Together they form a unique fingerprint.

Mathematics

Keyphrases