QuantLib
From MaRDI portal
Cited in
(6)- Implied stopping rules for American basket options from Markovian projection
- Quantlib
- Brownian bridge and other path-dependent Gaussian processes vectorial simulation
- Simulation and evaluation of the distribution of interest rate risk
- Reducing transaction costs for interest rate risk hedging with stochastic programming
- Deep xVA solver
This page was built for software: QuantLib
