THE AFFINE LIBOR MODELS (Q2851558): Difference between revisions

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-.1111/j.1467-9965.2012.00531.x
@@ Property / DOI: 10.1111/j.1467-9965.2012.00531.x / rank @@
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+PRICING SWAPTIONS AND COUPON BOND OPTIONS IN AFFINE TERM STRUCTURE MODELS
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+Weak and strong Taylor methods for numerical solutions of stochastic differential equations
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@@ Property / DOI @@
+.1111/J.1467-9965.2012.00531.X
@@ Property / DOI: 10.1111/J.1467-9965.2012.00531.X / rank @@
+Normal rank