Pages that link to "Item:Q2862511"
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The following pages link to Valuing early-exercise interest-rate options with multi-factor affine models (Q2862511):
Displaying 4 items.
- On the valuation of interest rate products under multi-factor HJM term-structures (Q731956) (← links)
- FFT network for interest rate derivatives with Lévy processes (Q1684764) (← links)
- Dimension and variance reduction for Monte Carlo methods for high-dimensional models in finance (Q4682492) (← links)
- A semi-Lagrangian \(\epsilon\)-monotone Fourier method for continuous withdrawal GMWBs under jump-diffusion with stochastic interest rate (Q6556883) (← links)