Drift-free simulation methods for pricing cross-market derivatives with LIBOR market model (Q2849681)
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scientific article; zbMATH DE number 6210937
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Drift-free simulation methods for pricing cross-market derivatives with LIBOR market model |
scientific article; zbMATH DE number 6210937 |
Statements
24 September 2013
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Drift-free simulation methods for pricing cross-market derivatives with LIBOR market model (English)
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