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