Pages that link to "Item:Q4646800"
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The following pages link to Bounding Bermudan swaptions in a swap-rate market model (Q4646800):
Displaying 3 items.
- Effective sub-simulation-free upper bounds for the Monte Carlo pricing of callable derivatives and various improvements to existing methodologies (Q1994388) (← links)
- Simulating Bermudan interest rate derivatives (Q2725585) (← links)
- Valuation of cross-currency Bermudan swaptions (Q2886012) (← links)