Kisoeb Park, Moonseong Kim, Seki Kim. Stochastic Simulation Method for the Term Structure Models with Jump. In Marina L. Gavrilova, Osvaldo Gervasi, Vipin Kumar, Chih Jeng Kenneth Tan, David Taniar, Antonio Laganà , Youngsong Mun, Hyunseung Choo, editors, Computational Science and Its Applications - ICCSA 2006, International Conference, Glasgow, UK, May 8-11, 2006, Proceedings, Part III. Volume 3982 of Lecture Notes in Computer Science, pages 1054-1063, Springer, 2006. [doi]
Abstract is missing.