Polynomial chaos for simulating random volatilities
- 作者Roland Pulch; Cathrin van Emmerich
- 卷第80卷
- 期第2期
- 印刷ISSN0378-4754
- 文件大小732.72KB
- 发表时间2009
- DOI10.1016/j.matcom.2009.05.008
- 页码245-255
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