A Simple Stochastic Rate Model for Rate Equity Hybrid Products (Q4584998)
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scientific article; zbMATH DE number 6932197
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Simple Stochastic Rate Model for Rate Equity Hybrid Products |
scientific article; zbMATH DE number 6932197 |
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A Simple Stochastic Rate Model for Rate Equity Hybrid Products (English)
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5 September 2018
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exponential Lévy models
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short rate
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rate equity hybrid products
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large step simulation
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quantization
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