Sparse Grid Combination Technique for Hagan SABR/LIBOR Market Model (Q4626522)
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scientific article; zbMATH DE number 7030717
| Language | Label | Description | Also known as |
|---|---|---|---|
| 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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