A Simple Stochastic Rate Model for Rate Equity Hybrid Products (Q4584998)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 6932197
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | A Simple Stochastic Rate Model for Rate Equity Hybrid Products |
scientific article; zbMATH DE number 6932197 |
Statements
A Simple Stochastic Rate Model for Rate Equity Hybrid Products (English)
0 references
5 September 2018
0 references
exponential Lévy models
0 references
short rate
0 references
rate equity hybrid products
0 references
large step simulation
0 references
quantization
0 references
0 references
0 references
0 references
0.8635176
0 references
0.8562045
0 references
0.8491572
0 references
0.84116346
0 references
0.8410614
0 references
0.8403639
0 references
0.8403639
0 references
0.8399129
0 references
