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A weak MLMC scheme for Lévy-Copula-Driven SDEs with applications to the pricing of credit, equity and interest rate derivatives
Mijatović, Aleksandar
;
Palfray, Romain
- In:
Applied mathematical finance
31
(
2024
)
2
,
pp. 57-107
Persistent link: https://www.econbiz.de/10015415705
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A simple stochastic rate model for rate equity hybrid products
Eberlein, Ernst
;
Madan, Dilip B.
;
Pistorius, Martijn
; …
- In:
Applied mathematical finance
20
(
2013
)
5/6
,
pp. 461-488
Persistent link: https://www.econbiz.de/10010235587
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