3

Computation of first-order Greeks for barrier options using chain rules for Wiener path integrals

Year:
2015
Language:
english
File:
PDF, 131 KB
english, 2015
14

A fast wavelet expansion technique for Vasicek multi-factor model of portfolio credit risk

Year:
2012
Language:
english
File:
PDF, 116 KB
english, 2012