A Comparison of Control Variate Methods for Pricing Interest Rate Derivatives in the LIBOR Market Model
Journal of Systems Science and Information ›› 2015, Vol. 3 ›› Issue (1) : 48-58.
A Comparison of Control Variate Methods for Pricing Interest Rate Derivatives in the LIBOR Market Model
{{custom_ref.label}} |
{{custom_citation.content}}
{{custom_citation.annotation}}
|
/
〈 | 〉 |