Cross-Currency and Hybrid Markov-Functional Models
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Publisher
Elsevier BV
Reference21 articles.
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1. One-dimensional Markov-functional models driven by a non-Gaussian driver;Journal of Computational Finance;2019-12
2. One-Dimensional Markov-Functional Models Driven by Non-Gaussian Markov Processes;SSRN Electronic Journal;2017
3. An N-Dimensional Markov-Functional Interest Rate Model;SSRN Electronic Journal;2011
4. Old and new approaches to LIBOR modeling;Statistica Neerlandica;2010-06-24
5. Markov Functional Models;Encyclopedia of Quantitative Finance;2010-05-15
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