M. Torrealba

Publication Activity (10 Years)

Years Active: 2011-2011
Publications (10 Years): 0

Publications

Eusebio Valero, M. Torrealba, Lucas Lacasa, François Fraysse
Fast resolution of a single factor Heath-Jarrow-Morton model with stochastic volatility. J. Comput. Appl. Math. 236 (6) (2011)