The following pages link to (Q3515754):
Displaying 6 items.
- Efficient algorithms for basket default swap pricing with multivariate Archimedean copulas (Q2276220) (← links)
- Fast swaption pricing in Gaussian term structure models (Q2831010) (← links)
- (Q3501642) (← links)
- (Q4218393) (← links)
- Study of the dynamics of the interest rate swap using machine learning methods (Q5057483) (← links)
- Pricing Quanto Equity Swaps in a Stochastic Interest Rate Economy (Q5312582) (← links)