Fair prices under a unified lattice approach for interest rate derivatives (Q2241074)

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Fair prices under a unified lattice approach for interest rate derivatives
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    title
    Fair prices under a unified lattice approach for interest rate derivatives (English)
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    author
    Giacomo Morelli
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    publication date
    8 November 2021
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    zbMATH DE Number
    7421939
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    zbMATH Keywords
    interest rates
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    single curve
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    multiple curve
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    derivative pricing
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    fair contracts
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    OpenAlex ID
    W2931538492
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    Wikidata QID
    Q128094238
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