Pricing Bermudan Interest Rate Swaptions via Parallel Simulation under the Extended Multi-factor LIBOR Market Model
- DOI
- 10.1007/978-3-642-35606-3_56
- Published
- 2012
- Container
- Not recorded
- Publisher
- Springer
- Open access
- yes
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Cite this work
BibTeX
@article{allodium:10.1007/978-3-642-35606-3_56,
title = {Pricing Bermudan Interest Rate Swaptions via Parallel Simulation under the Extended Multi-factor LIBOR Market Model},
author = {Zhang Nan and Ka Lok Man and Eng Gee Lim},
year = {2012},
doi = {10.1007/978-3-642-35606-3_56},
url = {https://doi.org/10.1007/978-3-642-35606-3_56}
}RIS
TY - JOUR TI - Pricing Bermudan Interest Rate Swaptions via Parallel Simulation under the Extended Multi-factor LIBOR Market Model AU - Zhang Nan AU - Ka Lok Man AU - Eng Gee Lim PY - 2012 DO - 10.1007/978-3-642-35606-3_56 UR - https://doi.org/10.1007/978-3-642-35606-3_56 ER -
APA
Nan, Z., Man, K. L., & Lim, E. G. (2012). Pricing Bermudan Interest Rate Swaptions via Parallel Simulation under the Extended Multi-factor LIBOR Market Model. https://doi.org/10.1007/978-3-642-35606-3_56
Source records
- hal · retrieved 2026-09-25T06:45:34.562Z