Comparison of markov functional and market models: one dimensional case
Bennett, M.N and Kennedy, J.E
Comparison of markov functional and market models: one dimensional case J5781 2005 - 2005 - 22 - 43 V. 13 Issue. 2
Derivatives
LIBOR;Stochastic differential equation;Derivatives;
Comparison of markov functional and market models: one dimensional case J5781 2005 - 2005 - 22 - 43 V. 13 Issue. 2
Derivatives
LIBOR;Stochastic differential equation;Derivatives;