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Real-world scenarios with negative interest rates based on the LIBOR market model
Lopes, Sara Dutra; Vázquez, Carlos - In: Applied mathematical finance 25 (2018) 5/6, pp. 466-482
Persistent link: https://www.econbiz.de/10012129176
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Efficient model points selection in insurance by parallel global optimization using multi CPU and multi GPU
Ferreiro-Ferreiro, Ana Maria; García-Rodríguez, José … - In: Business & information systems engineering 62 (2020) 1, pp. 5-20
Persistent link: https://www.econbiz.de/10012221971
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A libor market model including credit risk under the real-world measure
Lopes, Sara Dutra; Vázquez, Carlos - In: The journal of computational finance 24 (2020) 3, pp. 111-141
Persistent link: https://www.econbiz.de/10012544160