Last update: Thu Sep 27 02:36:16 MDT 2018
@Article{Ninomiya:2010:AKA,
author = "Mariko Ninomiya",
title = "Application of the {Kusuoka} approximation with a
tree-based branching algorithm to the pricing of
interest-rate derivatives under the {HJM} model",
journal = j-LMS-J-COMPUT-MATH,
volume = "13",
pages = "208--221",
year = "2010",
CODEN = "????",
DOI = "https://doi.org/10.1112/S146115700800048X",
ISSN = "1461-1570",
ISSN-L = "1461-1570",
bibdate = "Tue Oct 25 07:42:26 MDT 2011",
bibsource = "http://journals.cambridge.org/action/displayJournal?jid=JCM;
http://www.math.utah.edu/pub/tex/bib/lms-j-comput-math.bib",
acknowledgement = ack-nhfb,
ajournal = "LMS J. Comput. Math.",
fjournal = "LMS Journal of Computation and Mathematics",
journal-URL = "http://journals.cambridge.org/action/displayJournal?jid=JCM",
onlinedate = "15 July 2010",
}