IFISCPublication details

Publications

Fast resolution of a single factor Heath–Jarrow–Morton model with stochastic volatility

Valero, Eusebio; Torrealba, Manuel; Lacasa, Lucas; Fraysse, François
Journal of Computational and Applied Mathematics 236, 1637-1655 (2011)

DOI 10.1016/j.cam.2011.09.027 
Files CAM-S-10-00437.fdf (1352389 Bytes)
Back to the list of publications

Talks & Presentations

Search in the IFISC Database our seminars & presentations

Change Language

Search

Intranet

Bottom Page

Spanish National Research Council Universitat de les Illes Balears