default search action
"Acceleration of lattice models for pricing portfolios of fixed-income ..."
Wojciech Michal Pawlak et al. (2021)
- Wojciech Michal Pawlak, Marek Hlava, Martin Metaksov, Cosmin Eugen Oancea:
Acceleration of lattice models for pricing portfolios of fixed-income derivatives. ARRAY@PLDI 2021: 27-38
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.