Hochreiter, Ronald. 2004. Polynomial Algorithms for Pricing of Path-Dependent Interest Rate Instruments. 9th AURORA Plenary Meeting, Strobl, Austria, 05.06.
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Status of publication | Published |
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Affiliation | WU |
Type of publication | Unpublished lecture |
Language | English |
Title | Polynomial Algorithms for Pricing of Path-Dependent Interest Rate Instruments |
Event | 9th AURORA Plenary Meeting |
Location | Strobl, Austria |
Date | June 5, 2004 |
Associations
- People
- Hochreiter, Ronald (Details)
- Organization
- Institute for Statistics and Mathematics IN (Details)