Fast Pricing of Basket Default Swaps (Q3392172)

From MaRDI portal
Revision as of 16:11, 29 February 2024 by RedirectionBot (talk | contribs) (‎Removed claim: author (P16): Item:Q1793260)
scientific article
Language Label Description Also known as
English
Fast Pricing of Basket Default Swaps
scientific article

    Statements

    title
    Fast Pricing of Basket Default Swaps (English)
    0 references
    author
    Paul Glasserman
    0 references
    publication date
    13 August 2009
    0 references

    Identifiers

    Mathematics Subject Classification ID
    91B28
    0 references
    62P05
    0 references
    93E20
    0 references
    zbMATH DE Number
    5595064
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q3392172&oldid=23917062"
    Powered by MediaWiki