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", }