Numerical integration of mean reverting stochastic systems with applications to interest rate term structure simulation.

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Bibliographic Details
Title:	Numerical integration of mean reverting stochastic systems with applications to interest rate term structure simulation.
Authors:	Morokoff, William J.
Source:	Applied Mathematical Finance. Mar1999, Vol. 6 Issue 1, p19-28. 10p. 1 Graph.
Database:	Mathematics Source

Description
ISSN:	1350486X
DOI:	10.1080/135048699334591