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~isPartOf:"Working papers / Centre for Actuarial Studies, Department of Economics, The University of Melbourne"
~type_genre:"Arbeitspapier"
~type_genre:"Government document"
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Accelerating pathwise greeks in the Libor Market Model
Joshi, Mark S.
;
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.
;
Joshi, Mark S.
;
Wright, Will M.
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2010
Persistent link: https://www.econbiz.de/10008806569
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Fast Greeks for Markov-functional models using adjoint PDE methods
Denson, Nick
;
Joshi, Mark S.
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2010
Persistent link: https://www.econbiz.de/10008806570
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