Mean-field Libor market model and valuation of long term guarantees

Fuente: arXiv

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Bibliographic Details
Main Authors:	Gach, Florian, Hochgerner, Simon, Kienbacher, Eva, Schachinger, Gabriel
Format:	Preprint
Published:	2023
Subjects:	Risk Management
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2310.09022