Pages that link to "Item:Q1003544"
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The following pages link to A numerical method to price European derivatives based on the one factor LIBOR market model of interest rates (Q1003544):
Displaying 3 items.
- Numerical solution of jump-diffusion LIBOR market models (Q1424699) (← links)
- Discrete-time implementation of continuous-time filters with application to regime-switching dynamics estimation (Q2304045) (← links)
- A new parameterization for the drift-free simulation in the Libor market model (Q2341004) (← links)
