Barrier options on spot LIBOR rates under multi factor gaussian HJM Models
Nunes, J.P.Vidal
Barrier options on spot LIBOR rates under multi factor gaussian HJM Models 2006 - 2006 - 61 - 81 V. 14 Issue. 1
Derivatives
Intrest rate;Portfolio;LIBOR;
Barrier options on spot LIBOR rates under multi factor gaussian HJM Models 2006 - 2006 - 61 - 81 V. 14 Issue. 1
Derivatives
Intrest rate;Portfolio;LIBOR;