"A new simulation approach to the LIBOR market model."

Henry Schellhorn, Zhihua Chen (2006)

> Home

Details and statistics

DOI: 10.1016/J.MCM.2006.01.024

access: open

type: Journal Article

metadata version: 2021-02-17

- view
  - electronic edition via DOI (open access)
  authority control:
- export record
  dblp key:
  - journals/mcm/SchellhornC06
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/journals/mcm/SchellhornC06
Henry Schellhorn, Zhihua Chen:
A new simulation approach to the LIBOR market model. Math. Comput. Model. 44(3-4): 382-396 (2006)

manage site settings

To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.