Pages that link to "Item:Q2849681"
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The following pages link to Drift-free simulation methods for pricing cross-market derivatives with LIBOR market model (Q2849681):
Displaying 4 items.
- Pricing of LIBOR futures by martingale method in Cox-Ingersoll-Ross model (Q601887) (← links)
- A new parameterization for the drift-free simulation in the Libor market model (Q2341004) (← links)
- A new simulation approach to the LIBOR market model (Q2476718) (← links)
- Multicurve LIBOR market models and drift-free simulation (Q3174921) (← links)