Implementation and performance of various stochastic models for interest rate derivatives (Q2722296)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Implementation and performance of various stochastic models for interest rate derivatives
scientific article

    Statements

    Implementation and performance of various stochastic models for interest rate derivatives (English)
    0 references
    0 references
    0 references
    0 references
    11 July 2001
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    analytical tractability
    0 references
    financial derivatives
    0 references
    interest rates
    0 references
    options
    0 references
    0 references