Toggle navigation
PDFSEARCH.IO
Document Search Engine - browse more than 18 million documents
Sign up
Sign in
Back to Results
First Page
Meta Content
View Document Preview and Link
KOODERIVE: MULTI-CORE GRAPHICS CARDS, THE LIBOR MARKET MODEL, LEAST-SQUARES MONTE CARLO AND THE PRICING OF CANCELLABLE SWAPS MARK S. JOSHI Abstract. We discuss the pricing of cancellable swaps using the displaced diffusi
Add to Reading List
Document Date: 2014-04-02 01:38:24
Open Document
File Size: 297,64 KB
Share Result on Facebook
UPDATE
KOODERIVE: MULTI-CORE GRAPHICS CARDS, THE LIBOR MARKET MODEL, LEAST-SQUARES MONTE CARLO AND THE PRICING OF CANCELLABLE SWAPS MARK S. JOSHI Abstract. We discuss the pricing of cancellable swaps using the displaced diffusi