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Application of the Kusuoka approximation with a tree-based branching algorithm to the pricing of interest-rate derivatives under the HJM model
- Part of
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- Journal:
- LMS Journal of Computation and Mathematics / Volume 13 / January 2010
- Published online by Cambridge University Press:
- 01 July 2010, pp. 208-221
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Humanitarian Relief Experts (HUREX) in Japan
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- Journal:
- Prehospital and Disaster Medicine / Volume 14 / Issue S1 / March 1999
- Published online by Cambridge University Press:
- 28 June 2012, p. S77
- Print publication:
- March 1999
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