Hochreiter, Ronald. 2004. Polynomial Algorithms for Pricing of Path-Dependent Interest Rate Instruments. 9th AURORA Plenary Meeting, Strobl, Österreich, June 2004.
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| Status of publication | Published |
|---|---|
| Affiliation | WU |
| Type of publication | Paper presented at an academic conference or symposium |
| Language | English |
| Title | Polynomial Algorithms for Pricing of Path-Dependent Interest Rate Instruments |
| Event | 9th AURORA Plenary Meeting |
| Year | 2004 |
| Date | June 2004 |
| Country | Austria |
| Location | Strobl |
Associations
- People
- Hochreiter, Ronald (Details)
- Organization
- Institute for Statistics and Mathematics IN (Details)