1

Risk-Managing Bermudan Swaptions in a LIBOR Model

Year:
2004
Language:
english
File:
PDF, 195 KB
english, 2004
3

Rank reduction of correlation matrices by majorization

Year:
2004
Language:
english
File:
PDF, 248 KB
english, 2004
4

Efficient rank reduction of correlation matrices

Year:
2007
Language:
english
File:
PDF, 429 KB
english, 2007
5

Generic market models

Year:
2006
Language:
english
File:
PDF, 305 KB
english, 2006
7

Rank Reduction of Correlation Matrices by Majorization

Year:
2004
Language:
english
File:
PDF, 299 KB
english, 2004