Swaption Pricing under Libor Market Model Using Monte-Carlo Method with Simulated Annealing Optimization-Reference-Cited by-同舟云学术

登录注册会员服务联系我们

Swaption Pricing under Libor Market Model Using Monte-Carlo Method with Simulated Annealing Optimization

Published:2022 Issue:02 Volume:12 Page:435-462
ISSN:2162-2434
Container-title:Journal of Mathematical Finance
language:
Short-container-title:JMF

Author:

Ondieki Kennedy Munene

Publisher

Scientific Research Publishing, Inc.

Subject

Management, Monitoring, Policy and Law,Geography, Planning and Development

Reference27 articles.

1. Barnes, C. (2021) Swaption Volumes by Strike Q1 2021. Clarus Financial Technology.

2. On Pricing and Hedging in the Swaption Market

3. Brigo, D. and Mercurio, F. (2007) Interest Rate Models-Theory and Practice: With Smile, Inflation and Credit. Springer Science & Business Media, Berlin.

4. Practical Considerations for Simulated Annealing Implementation

5. Ingber, L. (2000) Adaptive Simulated Annealing (ASA): Lessons Learned.

Cited by 3 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Mathematical Modeling Optimization of Recognition Algorithm Based on Multi Feature Extraction;2023 4th International Conference for Emerging Technology (INCET);2023-05-26

2. Logistic Distribution Route Optimization Based on RFID and Sensor Technology;Wireless Communications and Mobile Computing;2022-09-24

3. Application and optimization of wavelet threshold denoising algorithm in signal processing;2022 International Conference on Artificial Intelligence in Everything (AIE);2022-08

同舟云学术

1.学者识别学者识别

2.学术分析学术分析

3.人才评估人才评估

"同舟云学术"是以全球学者为主线，采集、加工和组织学术论文而形成的新型学术文献查询和分析系统，可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容，当前同舟云学术共收录了国内外主流学术期刊6万余种，收集的期刊论文及会议论文总量共计约1.5亿篇，并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询！咨询电话：010-8811{复制后删除}0370

www.globalauthorid.com

TOP