Deprecated: $wgMWOAuthSharedUserIDs=false is deprecated, set $wgMWOAuthSharedUserIDs=true, $wgMWOAuthSharedUserSource='local' instead [Called from MediaWiki\HookContainer\HookContainer::run in /var/www/html/w/includes/HookContainer/HookContainer.php at line 135] in /var/www/html/w/includes/Debug/MWDebug.php on line 372
An easy method to price quanto forward contracts in the HJM model with stochastic interest rates - MaRDI portal

Deprecated: Use of MediaWiki\Skin\SkinTemplate::injectLegacyMenusIntoPersonalTools was deprecated in Please make sure Skin option menus contains `user-menu` (and possibly `notifications`, `user-interface-preferences`, `user-page`) 1.46. [Called from MediaWiki\Skin\SkinTemplate::getPortletsTemplateData in /var/www/html/w/includes/Skin/SkinTemplate.php at line 691] in /var/www/html/w/includes/Debug/MWDebug.php on line 372

Deprecated: Use of MediaWiki\Skin\BaseTemplate::getPersonalTools was deprecated in 1.46 Call $this->getSkin()->getPersonalToolsForMakeListItem instead (T422975). [Called from Skins\Chameleon\Components\NavbarHorizontal\PersonalTools::getHtml in /var/www/html/w/skins/chameleon/src/Components/NavbarHorizontal/PersonalTools.php at line 66] in /var/www/html/w/includes/Debug/MWDebug.php on line 372

Deprecated: Use of QuickTemplate::(get/html/text/haveData) with parameter `personal_urls` was deprecated in MediaWiki Use content_navigation instead. [Called from MediaWiki\Skin\QuickTemplate::get in /var/www/html/w/includes/Skin/QuickTemplate.php at line 131] in /var/www/html/w/includes/Debug/MWDebug.php on line 372

An easy method to price quanto forward contracts in the HJM model with stochastic interest rates (Q2912251)

From MaRDI portal





scientific article; zbMATH DE number 6082529
Language Label Description Also known as
English
An easy method to price quanto forward contracts in the HJM model with stochastic interest rates
scientific article; zbMATH DE number 6082529

    Statements

    author
    Hsien-Jen Lin
    0 references
    publication date
    14 September 2012
    0 references
    zbMATH Keywords
    quanto forward contracts
    0 references
    heath-jarrow-morton model
    0 references
    forward measure pricing method
    0 references
    title
    An easy method to price quanto forward contracts in the HJM model with stochastic interest rates (English)
    0 references

    Identifiers

    Mathematics Subject Classification ID
    91G30
    0 references
    91G20
    0 references
    60G48
    0 references
    60J75
    0 references
    zbMATH DE Number
    6082529
    0 references
     
    Retrieved from "https://mardi.schubotz.org/w/index.php?title=Item:Q2912251&oldid=44264989"
    Powered by MediaWiki