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Wright, Will M.'s
Scholarly Papers
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Aggregate Statistics |
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Total Downloads
898 |
Total
Citations
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1.
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Beveridge, Christopher University of Melbourne - Centre for Actuarial Studies Joshi, Mark S. University of Melbourne - Centre for Actuarial Studies Wright, Will M. University of Melbourne - Centre for Actuarial Studies
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Interest rate derivatives, cross-currency LIBOR market model, BGM, PRDC, adjoint pathwise Greeks
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Niesen, Jitse School of Mathematics, University of Leeds Wright, Will M. University of Melbourne - Centre for Actuarial Studies
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120
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Option pricing, Exponential integrator, Krylov subspace method, Heston stochastic volatility, PRDC swaps
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