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M. Pou - MaRDI portal

M. Pou

From MaRDI portal
Person:2341003

Available identifiers

zbMath Open pou.martaMaRDI QIDQ2341003

List of research outcomes





PublicationDate of PublicationType
A drift-free simulation method for pricing commodity derivatives2024-07-18Paper
Multicurve LIBOR market models and drift-free simulation2018-07-18Paper
A new parameterization for the drift-free simulation in the Libor market model2015-04-21Paper
Drift-free simulation methods for pricing cross-market derivatives with LIBOR market model2013-09-24Paper

Research outcomes over time

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