1
-
1
of
1
results (0.33 seconds)
Sort By:
-
Implementing the Longstaff-Schwartz Model
Implementing the Longstaff-Schwartz Model The article discusses that drawbacks of the HJM Heath-Jarrow-Morton class of stochastic interest models and suggests the use of the Longstaff-Schwartz ...- Authors: L SS
- Date: Oct 2002
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Publication Name: Risks & Rewards
- Topics: Modeling & Statistical Methods>Stochastic models