Pages that link to "Item:Q704010"
From MaRDI portal
The following pages link to On the information in the interest rate term structure and option prices (Q704010):
Displaying 5 items.
- The LIBOR model dynamics: Approximations, calibration and diagnostics (Q704056) (← links)
- Pricing rate of return guarantees in regular premium unit linked insurance (Q704417) (← links)
- Efficient rank reduction of correlation matrices (Q875015) (← links)
- A novel method for a class of structured low-rank minimizations with equality constraint (Q1675980) (← links)
- Smooth simultaneous calibration of the LMM to caplets and co-terminal swaptions (Q3005816) (← links)
