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~isPartOf:"Journal of economic dynamics & control"
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Journal of economic dynamics & control
Transportation Research Part B: Methodological
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Working papers / Centre for Actuarial Studies, Department of Economics, The University of Melbourne
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2014 Annual Meeting, July 27-29, 2014, Minneapolis, Minnesota
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Fast delta computations in the swap-rate market model
Joshi, Mark S.
;
Chao Yang
- In:
Journal of economic dynamics & control
35
(
2011
)
5
,
pp. 764-775
Persistent link: https://www.econbiz.de/10009240554
Saved in:
2
Fast delta computations in the swap-rate market model
Joshi, Mark
;
Yang, Chao
- In:
Journal of economic dynamics & control
35
(
2011
)
5
,
pp. 764-776
Persistent link: https://www.econbiz.de/10008877099
Saved in:
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