Monte Carlo construction of hedging strategies against multi-asset European claims (Q3148777): Difference between revisions

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-John G. M. Schoenmakers
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+Grigori N. Milstein
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+John G. M. Schoenmakers
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+The Market Model of Interest Rate Dynamics
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+LIBOR and swap market models and measures
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+On the mean-square approximation of a diffusion process in a bounded domain
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