Open AccessPrecise continuous time expected deflator for the G2++ model
Publication year - 2021
Publication title -
mathematical finance letters
Language(s) - English
Resource type - Journals
ISSN - 2051-2929
DOI - 10.28919/mfl/5989
Subject(s) - discretization , monte carlo method , computer science , measure (data warehouse) , mathematical optimization , econometrics , mathematics , statistics , data mining , mathematical analysis