APPROXIMATIONS OF BOND AND SWAPTION PRICES IN A BLACK–KARASIŃSKI MODEL (Q2806362)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | APPROXIMATIONS OF BOND AND SWAPTION PRICES IN A BLACK–KARASIŃSKI MODEL |
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APPROXIMATIONS OF BOND AND SWAPTION PRICES IN A BLACK–KARASIŃSKI MODEL (English)
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17 May 2016
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stochastic processes
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derivative pricing
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Black-Karasiński model
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Karhunen-Loève expansion
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