Fast delta computations in the swap-rate market model
| Year of publication: |
2011
|
|---|---|
| Authors: | Joshi, Mark ; Yang, Chao |
| Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 7174093. - Vol. 35.2011, 5, p. 764-776
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