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Efficient pricing and Greeks in the cross-currency LIBOR market model
Beveridge, Chris J.
;
Joshi, Mark S.
;
Wright, Will M.
-
2010
Persistent link: https://www.econbiz.de/10008806569
Saved in:
2
Efficient pricing and Greeks in the cross-currency LIBOR market model
Beveridge, Chris J.
;
Joshi, Mark S.
;
Wright, Will M.
- In:
Journal of risk
14
(
2011/12
)
4
,
pp. 65-113
Persistent link: https://www.econbiz.de/10009571595
Saved in:
3
Efficient pricing and Greeks in the cross-currency LIBOR market model
Beveridge, Chris J
;
Joshi, Mark S
;
Wright, Will M
- In:
Journal of risk
14
(
2012
)
4
,
pp. 65-115
Persistent link: https://www.econbiz.de/10009993882
Saved in:
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