Efficient numerical procedures for the Hull-White extended Vasicek model

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Bibliographic Information

Title
"Efficient numerical procedures for the Hull-White extended Vasicek model"
Statement of Responsibility
Masaaki Kijima and Izumi Nagayama
Publisher
  • University of Tsukuba
Publication Year
  • 1994
Book size
31 cm

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Details 詳細情報について

  • CRID
    1130282269691519616
  • NII Book ID
    BA3655747X
  • Text Lang
    en
  • Country Code
    ja
  • Title Language Code
    en
  • Place of Publication
    • Tokyo
  • Data Source
    • CiNii Books
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