Numerical solution of jump-diffusion LIBOR market models
Paul Glasserman; Nicolas Merener
| Year of publication: |
2003
|
|---|---|
| Authors: | Glasserman, Paul ; Merener, Nicolas |
| Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 1356339-7. - Vol. 7.2003, 1, p. 1-27
|
| Subject: | Zinsstruktur | Yield curve | Monte-Carlo-Simulation | Monte Carlo simulation | Theorie | Theory |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: Finance and stochastics |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001724635