Toronto, Ontario M5T 2C6
Canada
Algorithmics Inc.
SSRN RANKINGS
in Total Papers Downloads
Power Reverse Dual Currency swaps, Bermudan cancelable, Partial Differential Equation PDE, Alternating Direction Implicit, Generalized Minimal Residual GMRES, Fast Fourier Transform FFT
Power-Reverse Dual-Currency (PRDC) swaps, Target Redemption (TARN), knockout, Partial Differential Equation (PDE), finite differences,non-uniform grids
Alternating Direction Implicit, ADI, Power Reverse Dual Currency Swap, PRDC