GPU pricing of cross-currency interest rate derivatives under a FX volatility skew model - Foreign-exchange option - Document - PDFSEARCH.IO

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	GPU pricing of cross-currency interest rate derivatives under a FX volatility skew model Add to Reading List Document Date: 2010-06-24 09:15:58 Open Document File Size: 308,59 KB Share Result on Facebook Company GPU / / Country Canada / / / Facility Computer Science University of Toronto / / Organization Bachelier Finance Society Toronto / University of Toronto / Toronto / World Congress / / Person Christina Christara / Consider / Ken Jackson / Duy Minh Dang / / Position following model / pricing model / FX volatility skew model / / Technology 3-D / / SocialTag Investment Options Power reverse dual currency note Interest rate derivative Swaption Partial differential equation Derivative Foreign-exchange option Swap Financial economics

GPU pricing of cross-currency interest rate derivatives under a FX volatility skew modelAdd to Reading List