Pages that link to "Item:Q862839"
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The following pages link to Polynomial algorithms for pricing path-dependent interest rate instruments (Q862839):
Displaying 3 items.
- A spectral algorithm for pricing interest rate options (Q1915790) (← links)
- Valuation of fixed and variable rate mortgages: binomial tree versus analytical approximations (Q1938899) (← links)
- A relaxed cutting plane algorithm for solving the Vasicek-type forward interest rate model (Q2655624) (← links)