Sparse grid combination technique for Hagan SABR/LIBOR market model (Q4626522)
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scientific article; zbMATH DE number 7030717
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| English | Sparse grid combination technique for Hagan SABR/LIBOR market model |
scientific article; zbMATH DE number 7030717 |
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Sparse Grid Combination Technique for Hagan SABR/LIBOR Market Model (English)
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28 February 2019
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0.9741994738578796
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0.8077366352081299
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0.8013379573822021
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0.7992321252822876
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