Jungmin Choi, Max Gunzburger. Approximation and application of the Musiela stochastic PDE in forward rate models. Int. J. Comput. Math., 89(9):1269-1280, 2012. [doi]
@article{ChoiG12-1,
title = {Approximation and application of the Musiela stochastic PDE in forward rate models},
author = {Jungmin Choi and Max Gunzburger},
year = {2012},
doi = {10.1080/00207160.2012.673596},
url = {http://dx.doi.org/10.1080/00207160.2012.673596},
researchr = {https://researchr.org/publication/ChoiG12-1},
cites = {0},
citedby = {0},
journal = {Int. J. Comput. Math.},
volume = {89},
number = {9},
pages = {1269-1280},
}