Pages that link to "Item:Q4530195"
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The following pages link to Libor Market Models versus Swap Market Models for Pricing Interest Rate Derivatives: An Empirical Analysis (Q4530195):
Displaying 5 items.
- Pricing rate of return guarantees in regular premium unit linked insurance (Q704417) (← links)
- A numerical method to price European derivatives based on the one factor LIBOR market model of interest rates (Q1003544) (← links)
- Model misspecification analysis for bond options and Markovian hedging strategies (Q2462883) (← links)
- On the distributional distance between the lognormal LIBOR and swap market models (Q3375384) (← links)
- SELF EXCITING THRESHOLD INTEREST RATES MODELS (Q3421826) (← links)
