A comparison of single factor Markov-functional and multi factor market models
Year of publication: |
Jan. 2005
|
---|---|
Other Persons: | Pietersz, Raoul (contributor) ; Pelsser, Antoon André Jean (contributor) |
Publisher: |
Rotterdam : ERIM |
Subject: | Hedging | Swap | Derivat | Derivative | Markov-Kette | Markov chain |
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