Drift-Free Simulation methods for pricing cross-market derivatives with LIBOR Market Model (Q2849681)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Drift-Free Simulation methods for pricing cross-market derivatives with LIBOR Market Model
scientific article

    Statements

    Drift-Free Simulation methods for pricing cross-market derivatives with LIBOR Market Model (English)
    0 references
    0 references
    0 references
    0 references
    24 September 2013
    0 references

    Identifiers