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~isPartOf:"Working papers / Centre for Actuarial Studies, Department of Economics, The University of Melbourne"
~subject:"Derivat"
~type_genre:"Arbeitspapier"
~type_genre:"Aufsatz im Buch"
~type_genre:"Book section"
~type_genre:"Government document"
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Bridging measurement challenges and analytical needs of external statistics: evolution or revolution? : proceedings of the IFC Conference on external statistics, Lisbon, Portugal, 17-18 February 2020
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Accelerating pathwise greeks in the Libor Market Model
Joshi, Mark S.
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Wiguna, Alexander
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2011
Persistent link: https://www.econbiz.de/10009153351
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Efficient pricing and Greeks in the cross-currency LIBOR market model
Beveridge, Chris J.
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Joshi, Mark S.
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Wright, Will M.
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2010
Persistent link: https://www.econbiz.de/10008806569
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