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Efficient pricing and Greeks in the cross-currency LIBOR market model
Beveridge, Chris J.; Joshi, Mark S.; Wright, Will M. - In: Journal of risk 14 (2011/12) 4, pp. 65-113
Persistent link: https://www.econbiz.de/10009571595
Cover Image
Efficient pricing and Greeks in the cross-currency LIBOR market model
Beveridge, Chris J.; Joshi, Mark S.; Wright, Will M. - 2010
Persistent link: https://www.econbiz.de/10008806569