Pricing of range accrual swap in the quantum finance Libor market model (Q1782677)
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scientific article; zbMATH DE number 6939821
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | Pricing of range accrual swap in the quantum finance Libor market model |
scientific article; zbMATH DE number 6939821 |
Statements
Pricing of range accrual swap in the quantum finance Libor market model (English)
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20 September 2018
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quantum finance
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range accrual swap
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Monte Carlo simulation
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0.8761481
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0.8685502
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0.8630871
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0.8500033
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0.84857184
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0.84738356
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0.84270525
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0.84069085
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0.83492064
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