Pages that link to "Item:Q3553255"
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The following pages link to TRIVARIATE SUPPORT OF FLAT-VOLATILITY FORWARD LIBOR RATES (Q3553255):
Displaying 4 items.
- Effective sub-simulation-free upper bounds for the Monte Carlo pricing of callable derivatives and various improvements to existing methodologies (Q1994388) (← links)
- Negative Libor rates in the swap market model (Q2463709) (← links)
- BIVARIATE SUPPORT OF FORWARD LIBOR AND SWAP RATES (Q3521284) (← links)
- Eurodollar futures pricing in log-normal interest rate models in discrete time (Q4585685) (← links)