"Efficient greek estimation in generic swap-rate market models."

Mark S. Joshi, Chao Yang (2011)

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DOI: 10.3233/AF-2011-002

access: closed

type: Journal Article

metadata version: 2018-10-20

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Mark S. Joshi, Chao Yang:
Efficient greek estimation in generic swap-rate market models. Algorithmic Finance 1(1): 17-33 (2011)

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