QuantLib
From MaRDI portal
Software:56285
No author found.
Source code repository: https://github.com/lballabio/QuantLib
Related Items (4)
Reducing transaction costs for interest rate risk hedging with stochastic programming ⋮ Simulation and evaluation of the distribution of interest rate risk ⋮ Implied stopping rules for American basket options from Markovian projection ⋮ Brownian Bridge and Other Path-dependent Gaussian Processes Vectorial Simulation
This page was built for software: QuantLib
