Pricing of range accrual swap in the quantum finance Libor Market Model

10.1016/j.physa.2014.01.042

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Main Authors:	Baaquie, B.E., Du, X., Tang, P., Cao, Y.
Other Authors:	PHYSICS
Format:	Article
Published:	2014
Subjects:	Monte Carlo simulation Quantum finance Range accrual swap
Online Access:	http://scholarbank.nus.edu.sg/handle/10635/97607
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Institution:	National University of Singapore

id	sg-nus-scholar.10635-97607
record_format	dspace
spelling	sg-nus-scholar.10635-976072024-11-09T10:33:42Z Pricing of range accrual swap in the quantum finance Libor Market Model Baaquie, B.E. Du, X. Tang, P. Cao, Y. PHYSICS Monte Carlo simulation Quantum finance Range accrual swap 10.1016/j.physa.2014.01.042 Physica A: Statistical Mechanics and its Applications 401 182-200 PHYAD 2014-10-16T09:37:15Z 2014-10-16T09:37:15Z 2014-05-01 Article Baaquie, B.E., Du, X., Tang, P., Cao, Y. (2014-05-01). Pricing of range accrual swap in the quantum finance Libor Market Model. Physica A: Statistical Mechanics and its Applications 401 : 182-200. ScholarBank@NUS Repository. https://doi.org/10.1016/j.physa.2014.01.042 03784371 http://scholarbank.nus.edu.sg/handle/10635/97607 000333504200020 Scopus
institution	National University of Singapore
building	NUS Library
continent	Asia
country	Singapore Singapore
content_provider	NUS Library
collection	ScholarBank@NUS
topic	Monte Carlo simulation Quantum finance Range accrual swap
spellingShingle	Monte Carlo simulation Quantum finance Range accrual swap Baaquie, B.E. Du, X. Tang, P. Cao, Y. Pricing of range accrual swap in the quantum finance Libor Market Model
description	10.1016/j.physa.2014.01.042
author2	PHYSICS
author_facet	PHYSICS Baaquie, B.E. Du, X. Tang, P. Cao, Y.
format	Article
author	Baaquie, B.E. Du, X. Tang, P. Cao, Y.
author_sort	Baaquie, B.E.
title	Pricing of range accrual swap in the quantum finance Libor Market Model
title_short	Pricing of range accrual swap in the quantum finance Libor Market Model
title_full	Pricing of range accrual swap in the quantum finance Libor Market Model
title_fullStr	Pricing of range accrual swap in the quantum finance Libor Market Model
title_full_unstemmed	Pricing of range accrual swap in the quantum finance Libor Market Model
title_sort	pricing of range accrual swap in the quantum finance libor market model
publishDate	2014
url	http://scholarbank.nus.edu.sg/handle/10635/97607
_version_	1821184716037947392

Pricing of range accrual swap in the quantum finance Libor Market Model

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